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Tupras Turkiye Petrol Rafinerileri AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.83% (-0.17%)
Analysis last updated: Thursday, February 12, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tupras Turkiye Petrol Rafinerileri AS SGARCH
paramt-stat
ω1.16353.71
α0.08406.88
β0.845230.97
γ1-0.3058-4.98
γ20.44865.13
γ3-0.2294-4.28
γ40.15302.99
γ5-0.0759-1.50
γ6-0.0108-0.26
γ70.05211.27
γ8-0.0352-0.72
γ90.03810.62
γ10-0.2196-1.31
Estimation Period:
May 30, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts