Arcelik AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.86% (-23.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 4.00 | |
| 0.5343 | 14.30 | |
| 0.4653 | 12.51 | |
| -2.3872 | -8.66 | |
| 2.5010 | 6.26 | |
| -0.1552 | -0.87 | |
| 0.0631 | 0.72 | |
| -0.0037 | -0.06 | |
| -0.0339 | -0.56 | |
| 0.0282 | 0.52 | |
| 0.0137 | 0.27 | |
| -0.0450 | -0.72 | |
| -0.0229 | -0.18 |
Estimation Period:
Jul 31, 1990 to Feb 13, 2026
Jul 31, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities