V-Lab
V-Lab
Borsa Istanbul 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.86% (+0.50%)

Analysis last updated: Friday, April 26, 2024 at 12:04 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Borsa Istanbul 100 Index MF2-GARCH
paramt-stat
m101
α0.063315.85
β0.8009103.99
γ0.05737.07
λ10.64091.89
λ20.73183.01
λ30.14580.49
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts