V-Lab: Israeli Shekel Spline-GARCH Volatility Analysis

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Israeli Shekel Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:7.20% (-0.16%)

Analysis last updated: Thursday, November 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2244	5.87
$α$	0.0684	7.48
$β$	0.8902	66.77
$γ_{1}$	0.0070	0.20
$γ_{2}$	0.0174	0.31
$γ_{3}$	-0.0732	-1.78
$γ_{4}$	0.1344	4.27
$γ_{5}$	-0.1735	-5.94
$γ_{6}$	0.1169	3.76
$γ_{7}$	-0.0133	-0.45
$γ_{8}$	-0.0293	-1.14
$γ_{9}$	0.0593	2.29
$γ_{10}$	-0.1354	-3.66

Estimation Period:
Nov 8, 1991 to Nov 21, 2025

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