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V-Lab

Israeli Shekel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.25% (-0.05%)
Analysis last updated: Friday, January 16, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel S0GARCH
paramt-stat
ω1.22345.49
α0.06777.85
β0.895873.08
γ10.01210.34
γ20.00300.05
γ3-0.0522-1.23
γ40.11033.35
γ5-0.1520-5.00
γ60.10473.19
γ7-0.0129-0.42
γ8-0.0159-0.60
γ90.02030.85
γ10-0.0381-2.25
Estimation Period:
Nov 8, 1991 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts