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Icbc Turkey Bank As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.21% (-1.45%)
Analysis last updated: Thursday, February 12, 2026 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Icbc Turkey Bank As S0GARCH
paramt-stat
ω1.61364.20
α0.20749.35
β0.683424.33
γ1-0.0218-0.25
γ20.02780.23
γ30.00600.09
γ4-0.0621-0.90
γ50.15691.68
γ6-0.2506-2.29
γ70.34633.69
γ8-0.3800-3.95
γ90.24912.98
γ10-0.0805-1.69
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts