V-Lab
V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:8.81% (-0.02%)
Analysis last updated: Tuesday, March 18, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.23645.86
α0.06807.29
β0.889965.08
γ10.01300.36
γ20.00620.11
γ3-0.0638-1.50
γ40.12423.78
γ5-0.1525-4.95
γ60.08072.64
γ70.02140.78
γ8-0.0492-2.00
γ90.05922.49
γ10-0.0714-4.08
Estimation Period:
Nov 8, 1991 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts