V-Lab: Israeli Shekel Spline-GARCH Volatility Analysis

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Israeli Shekel Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:6.46% (+0.17%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2210	5.85
$α$	0.0684	7.47
$β$	0.8901	66.57
$γ_{1}$	0.0068	0.20
$γ_{2}$	0.0176	0.32
$γ_{3}$	-0.0735	-1.78
$γ_{4}$	0.1349	4.28
$γ_{5}$	-0.1735	-5.94
$γ_{6}$	0.1159	3.74
$γ_{7}$	-0.0116	-0.40
$γ_{8}$	-0.0311	-1.22
$γ_{9}$	0.0619	2.38
$γ_{10}$	-0.1408	-3.71

Estimation Period:
Nov 8, 1991 to Nov 7, 2025

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