V-Lab: Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

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Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 18th, 2025:7.80% (-0.14%)

Analysis last updated: Monday, November 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2559	5.76
$α$	0.0685	7.74
$β$	0.8938	70.75
$γ_{1}$	0.0150	0.43
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.0533	-1.26
$γ_{4}$	0.1123	3.42
$γ_{5}$	-0.1511	-4.95
$γ_{6}$	0.0975	3.02
$γ_{7}$	-0.0024	-0.08
$γ_{8}$	-0.0264	-1.01
$γ_{9}$	0.0326	1.37
$γ_{10}$	-0.0490	-2.90

Estimation Period:
Nov 8, 1991 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts