Dunya Holding AS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.52% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5344 | 31.72 | |
| 0.2292 | 26.61 | |
| 0.7039 | 125.41 | |
| -0.0544 | -3.84 |
Estimation Period:
Jul 1, 1998 to Feb 6, 2026
Jul 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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