Bati EGE Gayrimenkul Yatirim Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
51.57%
decreased by 0.49%
1 Week
52.52%
increased by 0.46%
1 Month
56.00%
increased by 3.94%
Analysis last updated: Saturday, May 23, 2026 at 04:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9764 | 2.27 | |
| 0.0626 | 9.67 | |
| 0.8984 | 116.06 | |
| -0.0756 | -3.63 | |
| 3.0000 | 10.86 |
Estimation Period:
Dec 15, 2023 to May 18, 2026
Dec 15, 2023 to May 18, 2026
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