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

V-Lab

E Data Teknoloji Pazarlama Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:50.31% (+2.48%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9154	8.65
$α$	0.1516	3.60
$β$	0.4164	1.84
$γ_{1}$	1.6678	3.75
$γ_{2}$	-2.7217	-3.19
$γ_{3}$	1.8892	2.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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