Tupras Turkiye Petrol Rafinerileri AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.83% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1635 | 3.71 | |
| 0.0840 | 6.88 | |
| 0.8452 | 30.97 | |
| -0.3058 | -4.98 | |
| 0.4486 | 5.13 | |
| -0.2294 | -4.28 | |
| 0.1530 | 2.99 | |
| -0.0759 | -1.50 | |
| -0.0108 | -0.26 | |
| 0.0521 | 1.27 | |
| -0.0352 | -0.72 | |
| 0.0381 | 0.62 | |
| -0.2196 | -1.31 |
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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