V-Lab
V-Lab
Borsa Istanbul 100 Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.88% (-2.37%)

Analysis last updated: Friday, April 19, 2024 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index AMEM
paramt-stat
ω0.159131.66
α0.227129.47
β0.6916151.91
γ0.07616.41
Estimation Period:
May 31, 2001 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts