Avrasya Gayrimenkul Yatirim Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.54% (+8.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3126 | 6.92 | |
| 0.3025 | 11.60 | |
| 0.5158 | 15.52 | |
| -0.0671 | -4.68 | |
| 0.1270 | 5.75 | |
| -0.0893 | -5.31 | |
| 0.0421 | 2.47 | |
| -0.0261 | -1.18 |
Estimation Period:
Jul 5, 1996 to Feb 13, 2026
Jul 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avrasya Gayrimenkul Yatirim Analyses
Other Spline-GARCH Analyses on International Equities