Tgs Dis Ticaret As GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
73.44%
decreased by 5.01%
1 Week
71.99%
decreased by 6.46%
1 Month
68.19%
decreased by 10.26%
Analysis last updated: Thursday, May 21, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1404 | 20.73 | |
| 0.2301 | 18.51 | |
| 0.7048 | 80.60 | |
| -0.0184 | -0.88 |
Estimation Period:
Jun 7, 2012 to May 18, 2026
Jun 7, 2012 to May 18, 2026
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