Turkish New Lira AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.03% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 4.70 | |
| 0.0967 | 7.35 | |
| 0.7934 | 66.32 | |
| -0.6195 | -2.88 |
Estimation Period:
Jul 31, 2001 to Feb 20, 2026
Jul 31, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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