Celik Halat AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.62% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5779 | 23.30 | |
| 0.1520 | 49.85 | |
| 0.8166 | 277.02 | |
| -0.2340 | -3.25 |
Estimation Period:
Jan 25, 1994 to Feb 6, 2026
Jan 25, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities