Tofas Turk Otomobil Fabrikasi AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.97% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2589 | 5.15 | |
| 0.0428 | 7.23 | |
| 0.9307 | 171.50 | |
| 0.0119 | 1.36 |
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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