Dow Jones Turkey Titans 20 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
31.74%
decreased by 2.18%
1 Week
31.35%
decreased by 2.57%
1 Month
30.94%
decreased by 2.98%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0291 | 5.35 | |
| 0.7455 | 64.39 | |
| 0.1492 | 17.73 | |
| 0.0251 | 2.47 | |
| 0.0270 | 3.11 | |
| 0.9645 | 86.70 |
Estimation Period:
Dec 31, 2002 to May 26, 2026
Dec 31, 2002 to May 26, 2026
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