Tofas Turk Otomobil Fabrikasi AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.46% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8087 | 2.81 | |
| 0.0753 | 6.25 | |
| 0.8680 | 33.30 | |
| -0.2873 | -3.99 | |
| 0.4108 | 3.85 | |
| -0.2294 | -3.32 | |
| 0.1889 | 3.57 | |
| -0.1046 | -2.09 | |
| 0.0330 | 0.72 | |
| -0.0521 | -1.10 | |
| 0.1239 | 2.63 | |
| -0.1341 | -3.44 | |
| 0.0565 | 2.10 |
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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