V-Lab: E Data Teknoloji Pazarlama MF2-GARCH Volatility Analysis

V-Lab

E Data Teknoloji Pazarlama MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:61.76% (+12.67%)

Analysis last updated: Sunday, June 29, 2025 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.5000	8.76
$β$	0.1704	5.52
$γ$	-0.5000	-8.71
$λ_{1}$	1.6714	0.72
$λ_{2}$	0.1050	1.22
$λ_{3}$	0.7866	3.64

Estimation Period:
Jul 5, 2021 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts