Turkish New Lira MF2-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
0.59%
decreased by 0.53%
1 Week
18,812,193,364,942,854,000,000.00%
increased by 18,812,193,364,942,854,000,000.00%
1 Month
236,610,058,957,771,320,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 236,610,058,957,771,320,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 26 | ||
| 0.7085 | 7,084,640.00 | |
| 0.0415 | 415,350.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2103 | 2,103,460.00 | |
| 0.0521 | 520,550.00 | |
| 0.5213 | 5,213,210.00 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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