Akbank TAS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.45% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 2.47 | |
| 0.0814 | 6.97 | |
| 0.8683 | 37.02 | |
| -0.9826 | -12.12 | |
| 1.2611 | 7.47 | |
| -0.4123 | -2.95 | |
| 0.2526 | 3.15 | |
| -0.2113 | -3.49 | |
| 0.1570 | 3.11 | |
| -0.0932 | -1.86 | |
| 0.0582 | 1.10 | |
| -0.0036 | -0.07 | |
| -0.1633 | -1.98 |
Estimation Period:
Jul 26, 1990 to Feb 6, 2026
Jul 26, 1990 to Feb 6, 2026
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