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ICU Girisim Sermayesi Yatiri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.69% (-0.87%)
Analysis last updated: Thursday, February 12, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ICU Girisim Sermayesi Yatiri S0GARCH
paramt-stat
ω0.73994.93
α0.24229.28
β0.591714.97
γ1-0.2139-1.61
γ20.37781.88
γ3-0.3902-2.63
γ40.47863.25
γ5-0.5143-3.47
γ60.54674.11
γ7-0.4943-3.85
γ80.31252.47
γ9-0.1408-1.79
Estimation Period:
Aug 16, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts