V-Lab: Sinpas Gayrimenkul Yatirim Ortakligi AS MF2-GARCH Volatility Analysis

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V-Lab

Sinpas Gayrimenkul Yatirim Ortakligi AS MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:45.82% (+1.36%)

Analysis last updated: Thursday, May 16, 2024 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1070	13.69
$β$	0.7193	44.26
$γ$	0.0295	3.19
$λ_{1}$	0.0079	0.73
$λ_{2}$	0.0089	1.66
$λ_{3}$	0.9903	141.34

Estimation Period:
Jun 22, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts