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Bank Of Jerusalem Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.80% (0.00%)
Analysis last updated: Sunday, February 15, 2026 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Of Jerusalem Ltd S0GARCH
paramt-stat
ω1.62304.94
α0.04294.79
β0.901742.10
γ1-0.2060-3.31
γ20.36783.95
γ3-0.2335-3.45
γ40.09371.49
γ5-0.0299-0.41
γ60.08061.08
γ7-0.1571-2.43
γ80.11212.56
Estimation Period:
Nov 16, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts