US Dollar to Turkish New Lira AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
7.73%
increased by 5.53%
1 Week
7.85%
increased by 5.65%
1 Month
8.35%
increased by 6.15%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.65 | |
| 0.0941 | 20.63 | |
| 0.9197 | 251.55 | |
| -0.0342 | -2.81 |
Estimation Period:
Feb 28, 2001 to Jun 12, 2026
Feb 28, 2001 to Jun 12, 2026
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