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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, March 23rd, 2026

1 Day

9.74%

decreased by 0.34%

1 Week

9.76%

increased by 0.02%

1 Month

9.82%

increased by 0.08%

Analysis last updated: Sunday, March 22, 2026 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.21295.50
α0.06747.86
β0.895872.96
γ10.01010.29
γ20.00540.10
γ3-0.0513-1.22
γ40.10743.30
γ5-0.1511-5.06
γ60.10933.34
γ7-0.0215-0.68
γ8-0.0062-0.23
γ90.01020.43
γ10-0.0308-1.86
Estimation Period:
Nov 8, 1991 to Mar 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts