Borsa Istanbul 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.76%
decreased by 0.95%
1 Week
34.98%
decreased by 0.73%
1 Month
35.83%
increased by 0.12%
Analysis last updated: Tuesday, June 9, 2026 at 03:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 17.17 | |
| 0.0670 | 15.95 | |
| 0.9254 | 402.16 | |
| 0.0103 | 1.39 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices