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V-Lab

Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:133.29% (-0.38%)
Analysis last updated: Wednesday, February 18, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turkish New Lira S0GARCH
paramt-stat
ω1.82015.15
α0.11275.01
β0.886341.91
γ1-0.1240-0.32
γ20.21070.49
γ3-0.1931-1.15
γ40.10040.85
γ50.13611.42
γ6-0.2298-2.21
γ70.24621.77
γ8-1.8257-2.62
γ94.81562.66
γ10-4.7098-2.65
Estimation Period:
Jul 31, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts