Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turkish New Lira GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time