Burcelik GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.50% (-9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9667 | 22.81 | |
| 0.1714 | 21.01 | |
| 0.7897 | 143.77 | |
| -0.0384 | -3.03 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities