Dow Jones Turkey Titans 20 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.54% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 20.19 | |
| 0.0505 | 12.99 | |
| 0.8899 | 246.52 | |
| 0.0638 | 8.96 |
Estimation Period:
Dec 31, 2002 to Dec 31, 2025
Dec 31, 2002 to Dec 31, 2025
News Impact Curve
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