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Tofas Turk Otomobil Fabrikasi AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.46% (+1.72%)
Analysis last updated: Sunday, February 8, 2026 at 03:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tofas Turk Otomobil Fabrikasi AS S0GARCH
paramt-stat
ω0.80872.81
α0.07536.25
β0.868033.30
γ1-0.2873-3.99
γ20.41083.85
γ3-0.2294-3.32
γ40.18893.57
γ5-0.1046-2.09
γ60.03300.72
γ7-0.0521-1.10
γ80.12392.63
γ9-0.1341-3.44
γ100.05652.10
Estimation Period:
Jul 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts