BIST 30 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.64%
decreased by 1.55%
1 Week
29.09%
decreased by 1.10%
1 Month
30.67%
increased by 0.48%
Analysis last updated: Friday, June 12, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 19.28 | |
| 0.1088 | 47.74 | |
| 0.8754 | 398.44 | |
| 0.5059 | 15.23 |
Estimation Period:
Jan 2, 1997 to Jun 5, 2026
Jan 2, 1997 to Jun 5, 2026
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