Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.98% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 3.68 | |
| 0.1339 | 17.92 | |
| 0.7973 | 37.98 | |
| -0.1096 | -9.62 |
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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