Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.27% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9313 | 2.66 | |
| 0.1168 | 5.09 | |
| 0.8819 | 41.06 | |
| -0.2964 | -0.92 | |
| 0.4246 | 1.20 | |
| -0.2424 | -1.74 | |
| 0.1082 | 0.96 | |
| 0.1415 | 1.50 | |
| -0.2425 | -2.39 | |
| 0.2670 | 1.96 | |
| -1.9974 | -2.79 | |
| 5.2704 | 2.79 | |
| -5.1478 | -2.77 |
Estimation Period:
Jul 31, 2001 to Feb 6, 2026
Jul 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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