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Cesme Altinyunos Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.67% (-6.61%)
Analysis last updated: Sunday, February 15, 2026 at 03:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cesme Altinyunos S0GARCH
paramt-stat
ω2.80325.67
α0.216211.03
β0.615618.78
γ10.05700.94
γ2-0.0822-0.98
γ30.05191.12
γ4-0.0269-0.64
γ50.00100.02
γ6-0.0084-0.12
γ70.09721.64
γ8-0.2068-4.85
γ90.16074.52
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts