Cesme Altinyunos GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.41% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3743 | 19.37 | |
| 0.1309 | 17.88 | |
| 0.8718 | 146.11 | |
| -0.0448 | -4.48 |
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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