BIST 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.63%
decreased by 0.48%
1 Week
28.93%
decreased by 0.18%
1 Month
30.02%
increased by 0.91%
Analysis last updated: Saturday, June 13, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 19.37 | |
| 0.0679 | 18.92 | |
| 0.9012 | 365.46 | |
| 0.0428 | 6.74 |
Estimation Period:
Jan 2, 1997 to Jun 12, 2026
Jan 2, 1997 to Jun 12, 2026
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