V-Lab
Turk Ekonomi Bankasi AS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 17th, 2015:167.20% (-2.44%)
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 9.91 | |
| 0.0641 | 11.83 | |
| 0.9134 | 238.11 | |
| 0.0335 | 3.26 |
Estimation Period:
Feb 25, 2000 to Apr 10, 2015
Feb 25, 2000 to Apr 10, 2015
News Impact Curve
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