Tofas Turk Otomobil Fabrikasi AS GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.63% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2572 | 5.14 | |
| 0.0478 | 13.07 | |
| 0.9313 | 177.19 |
Estimation Period:
Jul 1, 1991 to Feb 6, 2026
Jul 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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