V-Lab
V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:9.52% (+0.02%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.33985.72
α0.07057.78
β0.895070.94
γ10.01490.42
γ20.00120.02
γ3-0.0551-1.27
γ40.11533.46
γ5-0.1625-5.34
γ60.12323.66
γ7-0.0352-1.08
γ80.00870.32
γ9-0.0223-1.14
Estimation Period:
Nov 8, 1991 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts