Tofas Turk Otomobil Fabrikasi AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.44% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7642 | 2.70 | |
| 0.0757 | 6.36 | |
| 0.8675 | 33.58 | |
| -0.3169 | -4.36 | |
| 0.4602 | 4.31 | |
| -0.2665 | -3.87 | |
| 0.2208 | 4.20 | |
| -0.1309 | -2.63 | |
| 0.0527 | 1.16 | |
| -0.0644 | -1.36 | |
| 0.1260 | 2.65 | |
| -0.1175 | -2.77 | |
| -0.0046 | -0.08 |
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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