US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.66% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 2.17 | |
| 0.1125 | 2.98 | |
| 0.8395 | 28.78 | |
| -0.1125 | -2.97 |
Estimation Period:
Feb 28, 2001 to Feb 13, 2026
Feb 28, 2001 to Feb 13, 2026
News Impact Curve
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