Eregli Demir ve Celik Fabrikalari TAS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.32% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1446 | 4.47 | |
| 0.0350 | 5.22 | |
| 0.9460 | 166.08 | |
| 0.0092 | 0.81 |
Estimation Period:
Oct 6, 1993 to Feb 13, 2026
Oct 6, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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