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Eregli Demir ve Celik Fabrikalari TAS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (-0.71%)
Analysis last updated: Sunday, February 8, 2026 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eregli Demir ve Celik Fabrikalari TAS SGARCH
paramt-stat
ω0.00004.00
α0.07392.71
β0.924339.15
γ1-6.4280-2.84
γ29.84652.45
γ3-4.1823-2.12
γ40.53591.04
γ50.17760.28
γ60.07230.12
γ7-0.0098-0.03
γ8-0.0678-0.25
γ90.11320.63
γ10-0.2461-0.94
Estimation Period:
Oct 6, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts