Cesme Altinyunos MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.34% (-6.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2460 | 43.25 | |
| 0.6293 | 68.91 | |
| -0.0656 | -6.74 | |
| 0.0140 | 2.80 | |
| 0.0065 | 5.88 | |
| 0.9922 | 781.27 |
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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