Akbank TAS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.89% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3026 | 6.19 | |
| 0.0459 | 6.77 | |
| 0.9157 | 188.46 | |
| 0.0220 | 1.79 |
Estimation Period:
Jul 26, 1990 to Feb 6, 2026
Jul 26, 1990 to Feb 6, 2026
News Impact Curve
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