V-Lab: Israeli Shekel Spline-GARCH Volatility Analysis

V-Lab

Israeli Shekel Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:9.40% (-0.36%)

Analysis last updated: Thursday, July 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2193	5.80
$α$	0.0684	7.40
$β$	0.8903	66.41
$γ_{1}$	0.0050	0.14
$γ_{2}$	0.0220	0.38
$γ_{3}$	-0.0797	-1.87
$γ_{4}$	0.1407	4.33
$γ_{5}$	-0.1718	-5.69
$γ_{6}$	0.1018	3.31
$γ_{7}$	0.0075	0.26
$γ_{8}$	-0.0476	-1.88
$γ_{9}$	0.0728	2.65
$γ_{10}$	-0.1215	-2.72

Estimation Period:
Nov 8, 1991 to Jun 27, 2025

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