V-Lab: Israeli Shekel Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:7.56% (+0.30%)

Analysis last updated: Tuesday, October 28, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2247	5.87
$α$	0.0683	7.46
$β$	0.8903	66.69
$γ_{1}$	0.0067	0.19
$γ_{2}$	0.0182	0.32
$γ_{3}$	-0.0746	-1.80
$γ_{4}$	0.1360	4.30
$γ_{5}$	-0.1736	-5.91
$γ_{6}$	0.1142	3.69
$γ_{7}$	-0.0092	-0.32
$γ_{8}$	-0.0332	-1.30
$γ_{9}$	0.0627	2.41
$γ_{10}$	-0.1344	-3.51

Estimation Period:
Nov 8, 1991 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts