Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.79% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1117 | 1.91 | |
| 0.1098 | 2.32 | |
| 0.7955 | 15.18 | |
| -0.1098 | -2.32 |
Estimation Period:
Jul 31, 2001 to Feb 6, 2026
Jul 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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