V-Lab
V-Lab
Borsa Istanbul 100 Index APARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:26.62% (-1.06%)

Analysis last updated: Wednesday, April 24, 2024 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index APARCH
paramt-stat
ω0.07368.17
α0.102631.51
β0.8958375.46
γ0.07826.04
δ1.628224.79
Estimation Period:
Jan 2, 1990 to Apr 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts