V-Lab
V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:11.85% (-0.52%)

Analysis last updated: Sunday, April 21, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.26825.59
α0.06997.56
β0.891968.93
γ10.01240.30
γ20.00910.14
γ3-0.0681-1.45
γ40.12133.36
γ5-0.1264-3.76
γ60.03191.03
γ70.06812.46
γ8-0.0820-2.93
γ90.08552.97
γ10-0.0882-4.02
Estimation Period:
Nov 8, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts