Trabzon Liman EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.03% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 9.56 | |
| 0.1550 | 19.35 | |
| 0.9681 | 318.78 | |
| 0.0664 | 8.22 |
Estimation Period:
Jan 26, 2018 to Feb 6, 2026
Jan 26, 2018 to Feb 6, 2026
News Impact Curve
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