Turkish New Lira Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:197.95% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1774 | 3.63 | |
| 0.0866 | 0.22 | |
| 0.9134 | 2.34 | |
| -0.0642 | -0.03 | |
| 0.0016 | 0.00 | |
| 0.0927 | 0.43 | |
| 0.0466 | 0.13 | |
| -0.6817 | -0.34 | |
| 2.2461 | 0.34 |
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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