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Marshall Boya Vernik Sanayii Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.30% (-0.91%)
Analysis last updated: Thursday, February 12, 2026 at 12:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marshall Boya Vernik Sanayii S0GARCH
paramt-stat
ω1.36897.46
α0.262610.37
β0.515513.68
γ10.06671.72
γ2-0.1670-2.79
γ30.18863.73
γ4-0.1036-1.73
γ5-0.0087-0.13
γ60.02320.37
γ70.06761.13
γ8-0.1399-2.61
γ90.09702.61
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts