V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:9.15% (-0.24%)
Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.21475.66
α0.06777.35
β0.891166.30
γ10.01250.34
γ20.00550.09
γ3-0.0606-1.42
γ40.12073.65
γ5-0.1517-4.91
γ60.08422.71
γ70.01680.60
γ8-0.0454-1.82
γ90.05522.33
γ10-0.0683-3.94
Estimation Period:
Nov 8, 1991 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts