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 Monday, December 8th, 2025:7.18% (-0.13%)

Analysis last updated: Sunday, December 7, 2025 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2159	5.56
$α$	0.0673	7.68
$β$	0.8947	70.98
$γ_{1}$	0.0117	0.33
$γ_{2}$	0.0042	0.07
$γ_{3}$	-0.0541	-1.27
$γ_{4}$	0.1121	3.42
$γ_{5}$	-0.1515	-4.98
$γ_{6}$	0.0997	3.08
$γ_{7}$	-0.0055	-0.18
$γ_{8}$	-0.0232	-0.89
$γ_{9}$	0.0288	1.21
$γ_{10}$	-0.0456	-2.71

Estimation Period:
Nov 8, 1991 to Dec 5, 2025

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