Turkish New Lira Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:149.81% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1724 | 3.68 | |
| 0.0847 | 0.60 | |
| 0.9153 | 6.55 | |
| -0.0576 | -0.07 | |
| -0.0064 | -0.01 | |
| 0.1003 | 1.11 | |
| 0.0272 | 0.19 | |
| -0.6178 | -0.89 | |
| 2.0847 | 0.90 |
Estimation Period:
Jul 31, 2001 to Feb 20, 2026
Jul 31, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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