V-Lab
V-Lab
US Dollar to Turkish New Lira AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:5.15% (+0.16%)

Analysis last updated: Wednesday, April 24, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Turkish New Lira AGARCH
paramt-stat
ω0.00031.77
α0.094120.06
β0.9186240.28
γ-0.0499-4.99
Estimation Period:
Feb 28, 2001 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts