Borsa Istanbul 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.48% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 16.94 | |
| 0.0676 | 15.94 | |
| 0.9253 | 401.43 | |
| 0.0093 | 1.26 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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