Haci Omer Sabanci Holding AS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.21% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 19.41 | |
| 0.0683 | 21.32 | |
| 0.9128 | 410.07 | |
| 0.0156 | 2.58 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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