iShares MSCI Turkey ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.92% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 12.14 | |
| 0.1649 | 18.78 | |
| 0.9665 | 482.30 | |
| -0.0668 | -9.07 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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