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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:131.70% (-2.96%)
Analysis last updated: Thursday, February 5, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.42854.01
α0.08276.41
β0.914268.68
γ10.00000.00
γ2-0.0052-0.06
γ30.00250.04
γ40.03210.55
γ5-0.0889-1.82
γ60.14012.25
γ7-0.7197-1.60
γ81.88931.54
γ9-1.9044-1.57
Estimation Period:
Nov 8, 1991 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts