Skip to main content
V-Lab

Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.94% (-0.50%)
Analysis last updated: Sunday, February 22, 2026 at 01:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turkish New Lira S0GARCH
paramt-stat
ω1.04902.91
α0.10924.90
β0.888942.09
γ1-0.1876-0.80
γ20.27930.93
γ3-0.1944-1.17
γ40.09460.79
γ50.14111.45
γ6-0.2331-2.25
γ70.23881.73
γ8-1.7193-2.53
γ94.53002.58
γ10-4.4333-2.58
Estimation Period:
Jul 31, 2001 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts