Turkiye Halk Bankasi AS GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.81% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7139 | 16.42 | |
| 0.1193 | 15.64 | |
| 0.7850 | 88.64 | |
| 0.0015 | 0.12 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Turkiye Halk Bankasi AS Analyses
Other GJR-GARCH Analyses on International Equities