Turkish New Lira EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
2.46%
decreased by 0.03%
1 Week
2.58%
increased by 0.09%
1 Month
3.11%
increased by 0.62%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 12.65 | |
| 0.1751 | 22.66 | |
| 0.9900 | 989.98 | |
| 0.0395 | 10.87 |
Estimation Period:
Jul 31, 2001 to Jun 12, 2026
Jul 31, 2001 to Jun 12, 2026
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