iShares MSCI Turkey ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.29% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1822 | 17.93 | |
| 0.0435 | 7.80 | |
| 0.8810 | 172.75 | |
| 0.0811 | 9.36 |
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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