V-Lab
Sinpas Gayrimenkul Yatirim Ortakligi AS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:55.03% (-2.80%)
Analysis last updated: Thursday, April 18, 2024 at 07:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2367 | 18.27 | |
| 0.1021 | 14.01 | |
| 0.8817 | 167.92 | |
| -0.0151 | -1.70 |
Estimation Period:
Jun 22, 2007 to Apr 12, 2024
Jun 22, 2007 to Apr 12, 2024
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