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Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.05% (-2.76%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turkish New Lira S0GARCH
paramt-stat
ω0.93132.66
α0.11685.09
β0.881941.06
γ1-0.2964-0.92
γ20.42461.20
γ3-0.2424-1.74
γ40.10820.96
γ50.14151.50
γ6-0.2425-2.39
γ70.26701.96
γ8-1.9974-2.79
γ95.27042.79
γ10-5.1478-2.77
Estimation Period:
Jul 31, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts