V-Lab
V-Lab
Dow Jones Turkey Titans 20 Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.73% (-0.16%)

Analysis last updated: Friday, May 3, 2024 at 06:14 PM UTC

Date Range:

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graph of Dow Jones Turkey Titans 20 Index APARCH
paramt-stat
ω0.075416.77
α0.082321.79
β0.8980254.04
γ0.213511.19
δ1.781728.62
Estimation Period:
Dec 31, 2002 to Apr 9, 2024
Impact of return on volatility tomorrow
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