Dunya Holding AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.23% (-6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1350 | 5.59 | |
| 0.2370 | 11.27 | |
| 0.5579 | 16.20 | |
| 0.0777 | 0.81 | |
| -0.1773 | -1.24 | |
| 0.3266 | 3.59 | |
| -0.4099 | -5.29 | |
| 0.2716 | 3.45 | |
| -0.1260 | -1.67 | |
| 0.0480 | 0.66 | |
| 0.0187 | 0.21 | |
| -0.0554 | -0.62 | |
| 0.0135 | 0.11 |
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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