Pegasus Hava Tasimaciligi GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.34% (+5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4253 | 14.08 | |
| 0.0651 | 11.18 | |
| 0.8544 | 140.64 | |
| 0.0542 | 4.07 |
Estimation Period:
Apr 26, 2013 to Feb 6, 2026
Apr 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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