Cemtas Celik MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.99% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1175 | 20.59 | |
| 0.6939 | 52.97 | |
| 0.0686 | 8.61 | |
| 0.0118 | 2.97 | |
| 0.0161 | 5.49 | |
| 0.9826 | 315.03 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities