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V-Lab

Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

2.28%

decreased by 0.03%

1 Week

2.36%

increased by 0.05%

1 Month

2.65%

increased by 0.34%

Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC

Date Range:

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graph of Turkish New Lira S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time