Dow Jones Turkey Titans 20 Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
35.98%
decreased by 1.67%
1 Week
35.67%
decreased by 1.98%
1 Month
34.59%
decreased by 3.06%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 20.70 | |
| 0.0499 | 13.05 | |
| 0.8883 | 244.99 | |
| 0.0661 | 9.29 |
Estimation Period:
Dec 31, 2002 to May 26, 2026
Dec 31, 2002 to May 26, 2026
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