Petkim Petrokimya Holding AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.78% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1640 | 4.21 | |
| 0.0613 | 11.65 | |
| 0.9231 | 190.01 | |
| -0.0008 | -0.08 |
Estimation Period:
Sep 28, 1993 to Feb 13, 2026
Sep 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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