V-Lab: Turk Ekonomi Bankasi AS APARCH Volatility Analysis

V-Lab

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V-Lab

Turk Ekonomi Bankasi AS APARCH Volatility Analysis

Volatility Prediction for Friday, April 17th, 2015:165.72% (-1.82%)

Analysis last updated: Thursday, April 16, 2015 at 04:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1110	9.97
$α$	0.0837	19.27
$β$	0.9160	229.53
$γ$	0.1064	6.68
$δ$	1.7810	25.84

Estimation Period:
Feb 25, 2000 to Apr 10, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts