Avrasya Gayrimenkul Yatirim GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:94.33% (+6.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9866 | 33.18 | |
| 0.2936 | 28.39 | |
| 0.6527 | 113.10 | |
| -0.0284 | -1.70 |
Estimation Period:
Jul 5, 1996 to Feb 13, 2026
Jul 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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