Turkiye Sigorta As GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
50.85%
decreased by 1.86%
1 Week
51.35%
decreased by 1.36%
1 Month
53.09%
increased by 0.38%
Analysis last updated: Thursday, May 21, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3034 | 20.98 | |
| 0.1109 | 18.38 | |
| 0.8680 | 217.98 | |
| 0.0035 | 0.39 |
Estimation Period:
Dec 2, 1994 to May 18, 2026
Dec 2, 1994 to May 18, 2026
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