Penta Teknoloji Urunleri GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.47% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2554 | 15.31 | |
| 0.2636 | 10.59 | |
| 0.6979 | 56.92 | |
| -0.1043 | -2.89 |
Estimation Period:
May 17, 2021 to Feb 6, 2026
May 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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