Pasifik Gayrimenkul Yatirim GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.27% (+7.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8790 | 7.96 | |
| 0.1565 | 6.91 | |
| 0.6986 | 25.60 | |
| -0.0152 | -0.43 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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