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, October 28th, 2025:8.28% (-0.05%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2142	5.62
$α$	0.0678	7.60
$β$	0.8930	69.04
$γ_{1}$	0.0102	0.29
$γ_{2}$	0.0075	0.13
$γ_{3}$	-0.0575	-1.36
$γ_{4}$	0.1149	3.52
$γ_{5}$	-0.1521	-5.01
$γ_{6}$	0.0967	3.02
$γ_{7}$	-0.0006	-0.02
$γ_{8}$	-0.0288	-1.12
$γ_{9}$	0.0362	1.54
$γ_{10}$	-0.0525	-3.12

Estimation Period:
Nov 8, 1991 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts