Turkish New Lira GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
2.40%
decreased by 0.05%
1 Week
2.45%
increased by 0.00%
1 Month
2.67%
increased by 0.22%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 4.65 | |
| 0.0842 | 24.01 | |
| 0.9357 | 312.64 | |
| -0.0399 | -6.07 |
Estimation Period:
Jul 31, 2001 to Jun 5, 2026
Jul 31, 2001 to Jun 5, 2026
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