Turkish New Lira MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.00% (-26.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5136 | 5,136,180.00 | |
| 0.2364 | 2,363,820.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1058 | 11,058,090.00 | |
| 0.2733 | 2,732,890.00 | |
| 0.0005 | 4,840.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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