V-Lab
V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.98% (0.00%)

Analysis last updated: Sunday, January 29, 2023, 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel SGARCH
paramt-stat
ω1.27075.94
α0.07177.02
β0.884560.12
γ10.00790.24
γ20.01410.27
γ3-0.0668-1.70
γ40.12614.18
γ5-0.1702-6.15
γ60.12414.05
γ7-0.0232-0.77
γ8-0.0320-1.16
γ90.11653.04
Estimation Period:
Nov 8, 1991 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts