Enka Insaat ve Sanayi AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.36% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3272 | 3.01 | |
| 0.0755 | 6.50 | |
| 0.8816 | 41.31 | |
| -0.8498 | -8.19 | |
| 1.0774 | 5.13 | |
| -0.2061 | -1.22 | |
| -0.0481 | -0.47 | |
| 0.0176 | 0.22 | |
| 0.0162 | 0.19 | |
| -0.0016 | -0.02 | |
| 0.0642 | 0.69 | |
| -0.1428 | -1.60 | |
| 0.0557 | 0.47 |
Estimation Period:
Nov 21, 1996 to Feb 6, 2026
Nov 21, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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