V-Lab
V-Lab
Dow Jones Turkey Titans 20 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:27.11% (-1.19%)

Analysis last updated: Friday, April 12, 2024 at 11:36 PM UTC

Date Range:

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graph of Dow Jones Turkey Titans 20 Index EGARCH
paramt-stat
ω0.037715.30
α0.154725.50
β0.9732610.93
γ-0.0459-9.04
Estimation Period:
Dec 31, 2002 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts