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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:8.28% (-0.05%)
Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.21425.62
α0.06787.60
β0.893069.04
γ10.01020.29
γ20.00750.13
γ3-0.0575-1.36
γ40.11493.52
γ5-0.1521-5.01
γ60.09673.02
γ7-0.0006-0.02
γ8-0.0288-1.12
γ90.03621.54
γ10-0.0525-3.12
Estimation Period:
Nov 8, 1991 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts