V-Lab: Turk Ekonomi Bankasi AS Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Turk Ekonomi Bankasi AS Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 17th, 2015:159.09% (-6.56%)

Analysis last updated: Friday, January 29, 2016 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4784	9.53
$α$	0.0949	5.34
$β$	0.8309	21.54
$γ_{1}$	0.0013	0.07
$γ_{2}$	-0.0082	-0.26
$γ_{3}$	0.0216	1.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts