V-Lab
Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:3.93% (+0.14%)
Analysis last updated: Thursday, May 16, 2024 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 8.21 | |
| 0.0877 | 28.07 | |
| 0.9344 | 277.61 | |
| -0.0443 | -7.87 |
Estimation Period:
Jul 31, 2001 to May 10, 2024
Jul 31, 2001 to May 10, 2024
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