Turkish New Lira APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
2.43%
decreased by 0.05%
1 Week
2.49%
increased by 0.01%
1 Month
2.71%
increased by 0.23%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.59 | |
| 0.0626 | 13.32 | |
| 0.9374 | 384.33 | |
| -0.1817 | -7.97 | |
| 1.9192 | 21.17 |
Estimation Period:
Jul 31, 2001 to Jun 5, 2026
Jul 31, 2001 to Jun 5, 2026
Other Turkish New Lira Analyses
Other APARCH Analyses on Currencies