US Dollar to 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 Monday, June 15th, 2026
1 Day
2.50%
increased by 0.16%
1 Week
2.55%
increased by 0.21%
1 Month
2.77%
increased by 0.43%
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 | |
|---|---|---|
| 0.0006 | 4.58 | |
| 0.0637 | 13.15 | |
| 0.9363 | 379.37 | |
| -0.1799 | -8.01 | |
| 1.9206 | 21.07 |
Estimation Period:
Feb 28, 2001 to Jun 12, 2026
Feb 28, 2001 to Jun 12, 2026
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