V-Lab
Turk Ekonomi Bankasi AS AGARCH Volatility Analysis
Volatility Prediction for Friday, April 17th, 2015:176.15% (-11.04%)
Analysis last updated: Thursday, April 16, 2015 at 04:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2055 | 13.34 | |
| 0.1027 | 33.78 | |
| 0.8839 | 320.97 | |
| 0.4881 | 6.57 |
Estimation Period:
Feb 25, 2000 to Apr 10, 2015
Feb 25, 2000 to Apr 10, 2015
News Impact Curve
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