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V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:150.89% (-3.58%)
Analysis last updated: Sunday, February 8, 2026 at 02:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Israeli Shekel SGARCH
paramt-stat
ω1.27624.17
α0.07479.10
β0.9158116.80
γ10.01340.25
γ20.00340.04
γ3-0.0616-0.87
γ40.12882.34
γ5-0.1758-3.43
γ60.13292.31
γ7-0.0448-0.78
γ80.03310.49
γ9-0.3954-1.15
γ101.62151.29
Estimation Period:
Nov 8, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts