Borsa Istanbul 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.18% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0590 | 14.21 | |
| 0.8017 | 148.74 | |
| 0.0847 | 13.98 | |
| 0.0009 | 0.97 | |
| 0.0056 | 3.62 | |
| 0.9941 | 539.12 |
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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