Turkish New Lira EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.95% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0303 | -0.48 | |
| 0.0613 | 2.53 | |
| 0.9326 | 28.35 | |
| 0.1172 | 8.27 |
Estimation Period:
Jul 31, 2001 to Feb 20, 2026
Jul 31, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Turkish New Lira Analyses
Other EGARCH Analyses on Currencies