Cesme Altinyunos AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.64% (-4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5614 | 24.33 | |
| 0.1888 | 52.64 | |
| 0.7967 | 223.16 | |
| -0.3243 | -4.01 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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