Logo Yazilim GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.12% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8491 | 22.87 | |
| 0.1299 | 20.67 | |
| 0.7730 | 115.58 | |
| 0.0141 | 1.25 |
Estimation Period:
May 5, 2000 to Feb 6, 2026
May 5, 2000 to Feb 6, 2026
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