V-Lab
V-Lab
Borsa Istanbul 100 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:25.52% (-1.22%)

Analysis last updated: Thursday, April 25, 2024 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index AGARCH
paramt-stat
ω0.108113.05
α0.112639.60
β0.8729396.42
γ0.390912.41
Estimation Period:
Jan 2, 1990 to Apr 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts