V-Lab
V-Lab
Borsa Istanbul 100 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:26.55% (+0.76%)

Analysis last updated: Friday, April 26, 2024 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index EGARCH
paramt-stat
ω0.046713.36
α0.186740.70
β0.9776608.69
γ-0.0185-4.07
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts