BIST 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.97% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 19.19 | |
| 0.0691 | 19.03 | |
| 0.9007 | 363.20 | |
| 0.0417 | 6.52 |
Estimation Period:
Jan 2, 1997 to Feb 20, 2026
Jan 2, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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