Formet Celik Kapi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.99% (-15.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4562 | 3.59 | |
| 0.3055 | 7.78 | |
| 0.2724 | 3.38 | |
| -5.9104 | -3.37 | |
| 7.9381 | 3.20 | |
| -2.4960 | -1.99 | |
| -0.1688 | -0.15 | |
| 1.1180 | 0.89 | |
| 0.5539 | 0.51 | |
| -2.5975 | -2.55 | |
| 2.8926 | 2.67 | |
| -2.5118 | -2.26 | |
| 1.6848 | 2.08 |
Estimation Period:
May 22, 2018 to Feb 6, 2026
May 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Formet Celik Kapi Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities