Tupras Turkiye Petrol Rafinerileri AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 1.67 | |
| 0.0181 | 7.77 | |
| 0.9854 | 385.22 | |
| -0.0107 | -2.84 |
Estimation Period:
May 30, 1991 to Feb 6, 2026
May 30, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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