Trabzon Liman Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.24% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8634 | 4.41 | |
| 0.2214 | 5.15 | |
| 0.4243 | 4.64 | |
| 0.8465 | 2.28 | |
| -1.6058 | -3.14 | |
| 1.3670 | 4.94 | |
| -1.1176 | -4.58 | |
| 0.8498 | 2.37 |
Estimation Period:
Jan 26, 2018 to Feb 6, 2026
Jan 26, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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