Turkish New Lira Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:169.18% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1725 | 3.66 | |
| 0.0856 | 0.52 | |
| 0.9143 | 5.58 | |
| -0.0584 | -0.06 | |
| -0.0049 | -0.00 | |
| 0.0970 | 0.91 | |
| 0.0354 | 0.21 | |
| -0.6481 | -0.74 | |
| 2.1703 | 0.74 |
Estimation Period:
Jul 31, 2001 to Feb 13, 2026
Jul 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Turkish New Lira Analyses
Other Spline-GARCH Analyses on Currencies