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Parsan Makina Parcalari Sana Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.84% (-0.73%)
Analysis last updated: Sunday, February 8, 2026 at 03:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parsan Makina Parcalari Sana S0GARCH
paramt-stat
ω2.42697.51
α0.12897.54
β0.714315.04
γ10.10502.27
γ2-0.1868-2.79
γ30.16464.58
γ4-0.1432-4.23
γ50.09822.65
γ6-0.0058-0.14
γ7-0.0865-2.14
γ80.07392.64
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts