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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, April 17th, 2026

1 Day

10.20%

decreased by 0.02%

1 Week

10.17%

decreased by 0.05%

1 Month

10.08%

decreased by 0.14%

Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.21045.47
α0.06747.88
β0.895973.08
γ10.01030.30
γ20.00490.09
γ3-0.0505-1.20
γ40.10673.26
γ5-0.1512-5.07
γ60.11043.36
γ7-0.0227-0.71
γ8-0.0047-0.17
γ90.00800.33
γ10-0.0290-1.75
Estimation Period:
Nov 8, 1991 to Apr 10, 2026