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V-Lab

Icbc Turkey Bank As Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.61% (+0.83%)
Analysis last updated: Tuesday, February 10, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Icbc Turkey Bank As SGARCH
paramt-stat
ω1.61794.23
α0.21109.45
β0.676423.84
γ1-0.0164-0.19
γ20.01380.12
γ30.02830.43
γ4-0.0920-1.34
γ50.18902.04
γ6-0.2804-2.59
γ70.37564.00
γ8-0.4201-4.30
γ90.33063.62
γ10-0.2996-2.96
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts