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Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:19.82% (-0.29%)
Analysis last updated: Monday, March 2, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.08405.95
α0.07167.06
β0.881461.53
γ10.01350.42
γ20.00040.01
γ3-0.0471-1.24
γ40.10153.42
γ5-0.1433-5.18
γ60.09663.12
γ70.00260.08
γ8-0.0599-1.31
γ90.13131.65
γ10-0.1707-2.07
Estimation Period:
Nov 8, 1991 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts