Turkish New Lira GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:2.96% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6652 | 8.31 | |
| 0.0584 | 129.81 | |
| 0.9990 | 8,538.46 | |
| 2.3004 | 1,359.58 |
Estimation Period:
Jul 31, 2001 to Feb 20, 2026
Jul 31, 2001 to Feb 20, 2026
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