V-Lab
Sinpas Gayrimenkul Yatirim Ortakligi AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:49.51% (+2.03%)
Analysis last updated: Thursday, May 16, 2024 at 08:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9133 | 5.16 | |
| 0.1352 | 5.33 | |
| 0.6708 | 11.35 | |
| -0.2829 | -1.90 | |
| 0.4143 | 1.93 | |
| -0.1699 | -1.33 | |
| 0.0041 | 0.03 | |
| 0.2977 | 2.23 | |
| -0.5070 | -3.33 | |
| 0.2752 | 1.97 | |
| -0.0229 | -0.29 |
Estimation Period:
Jun 22, 2007 to May 10, 2024
Jun 22, 2007 to May 10, 2024
News Impact Curve
Volatility Forecasts
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