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V-Lab

Turkiye Sigorta As AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

36.44%

decreased by 1.50%

1 Week

37.96%

increased by 0.02%

1 Month

42.78%

increased by 4.84%

Analysis last updated: Tuesday, July 21, 2026 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Turkiye Sigorta As AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 1994 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3532
23.30***
α

ARCH

Response to squared shocks

0.1232
31.03***
β

GARCH

Volatility persistence

0.8534
213.89***
γ

leverage

Additional response to negative shocks

0.0050
0.06

Persistence:

0.977

Half-life:

29 days