IC Enterra Yenilenebilir MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
40.39%
increased by 0.06%
1 Week
41.01%
increased by 0.68%
1 Month
42.00%
increased by 1.67%
Analysis last updated: Thursday, May 21, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0504 | 2.46 | |
| 0.7939 | 9.55 | |
| -0.0504 | -1.18 | |
| 2.9737 | 0.01 | |
| 0.0719 | 0.01 | |
| 0.4959 | 0.01 |
Estimation Period:
Apr 4, 2024 to May 18, 2026
Apr 4, 2024 to May 18, 2026
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