Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.94% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0490 | 2.91 | |
| 0.1092 | 4.90 | |
| 0.8889 | 42.09 | |
| -0.1876 | -0.80 | |
| 0.2793 | 0.93 | |
| -0.1944 | -1.17 | |
| 0.0946 | 0.79 | |
| 0.1411 | 1.45 | |
| -0.2331 | -2.25 | |
| 0.2388 | 1.73 | |
| -1.7193 | -2.53 | |
| 4.5300 | 2.58 | |
| -4.4333 | -2.58 |
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 Zero Slope Spline-GARCH Analyses on Currencies