V-Lab
Turk Ekonomi Bankasi AS EGARCH Volatility Analysis
Volatility Prediction for Friday, April 17th, 2015:145.08% (-0.66%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 11.33 | |
| 0.1647 | 13.88 | |
| 0.9725 | 376.08 | |
| -0.0193 | -2.50 |
Estimation Period:
Feb 25, 2000 to Apr 10, 2015
Feb 25, 2000 to Apr 10, 2015
News Impact Curve
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