V-Lab
V-Lab
Borsa Istanbul 100 Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:30.81% (-1.69%)

Analysis last updated: Wednesday, April 17, 2024 at 12:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index AGARCH
paramt-stat
ω0.108113.05
α0.112639.61
β0.8729396.40
γ0.391012.41
Estimation Period:
Jan 2, 1990 to Apr 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts