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Eregli Demir ve Celik Fabrikalari TAS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.96% (-0.70%)
Analysis last updated: Sunday, February 8, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eregli Demir ve Celik Fabrikalari TAS S0GARCH
paramt-stat
ω0.00005.00
α0.07553.19
β0.922843.83
γ1-6.0714-3.13
γ28.77942.53
γ3-2.8180-1.51
γ4-0.2252-0.30
γ50.13070.20
γ60.33340.64
γ7-0.2117-0.70
γ80.12830.57
γ9-0.0780-0.49
γ100.04500.49
Estimation Period:
Oct 6, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts