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Avrupa Yatirim Holding As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.42% (-1.19%)
Analysis last updated: Sunday, February 15, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avrupa Yatirim Holding As SGARCH
paramt-stat
ω0.96473.47
α0.28648.55
β0.523010.35
γ1-0.9540-1.82
γ22.07682.68
γ3-2.1584-4.19
γ41.73563.80
γ5-1.1426-2.51
γ60.83161.97
γ7-0.9292-2.32
γ81.30632.99
γ9-1.4900-2.97
γ101.11821.33
Estimation Period:
Dec 10, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts