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Cosmos Yatirim Holding As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.23% (-14.03%)
Analysis last updated: Sunday, February 8, 2026 at 04:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cosmos Yatirim Holding As SGARCH
paramt-stat
ω1.10794.25
α0.23529.36
β0.572113.75
γ1-0.0719-0.55
γ20.09320.49
γ3-0.0899-0.82
γ40.20112.75
γ5-0.2921-5.33
γ60.33046.05
γ7-0.2457-3.62
γ80.06360.84
γ90.01870.25
γ10-0.0368-0.32
Estimation Period:
May 29, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts