V-Lab
V-Lab
Dow Jones Turkey Titans 20 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:26.06% (-0.86%)

Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC

Date Range:

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graph of Dow Jones Turkey Titans 20 Index AGARCH
paramt-stat
ω0.066610.37
α0.078920.86
β0.8944175.54
γ0.584812.65
Estimation Period:
Dec 31, 2002 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts