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V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:9.17% (-0.37%)
Analysis last updated: Monday, March 16, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel SGARCH
paramt-stat
ω1.23165.84
α0.06827.65
β0.891968.82
γ10.00890.26
γ20.01300.24
γ3-0.0673-1.65
γ40.12834.11
γ5-0.1727-6.01
γ60.12634.01
γ7-0.0288-0.94
γ8-0.0129-0.49
γ90.04161.59
γ10-0.1244-3.49
Estimation Period:
Nov 8, 1991 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts