V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:10.00% (-0.33%)
Analysis last updated: Friday, July 11, 2025 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.21325.60
α0.06857.49
β0.891567.54
γ10.01150.32
γ20.00590.10
γ3-0.0585-1.37
γ40.11833.58
γ5-0.1535-4.98
γ60.09282.93
γ70.00610.21
γ8-0.0370-1.46
γ90.04932.08
γ10-0.0655-3.78
Estimation Period:
Nov 8, 1991 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts