Turkiye Sigorta As MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
83.92%
increased by 34.50%
1 Week
75.45%
increased by 26.03%
1 Month
60.49%
increased by 11.07%
Analysis last updated: Saturday, May 23, 2026 at 04:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1424 | 26.21 | |
| 0.6692 | 60.32 | |
| 0.0385 | 4.38 | |
| 0.0169 | 2.52 | |
| 0.0133 | 5.64 | |
| 0.9850 | 356.25 |
Estimation Period:
Dec 2, 1994 to May 18, 2026
Dec 2, 1994 to May 18, 2026
Other Turkiye Sigorta As Analyses
Other MF2-GARCH Analyses on International Equities