BIST 30 Index APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
32.11%
decreased by 0.85%
1 Week
32.36%
decreased by 0.60%
1 Month
33.31%
increased by 0.35%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 15.88 | |
| 0.0948 | 34.86 | |
| 0.9052 | 365.90 | |
| 0.1380 | 9.75 | |
| 1.6471 | 34.22 |
Estimation Period:
Jan 2, 1997 to Jun 5, 2026
Jan 2, 1997 to Jun 5, 2026
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