US Dollar to Turkish New Lira EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.93% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0107 | -0.28 | |
| 0.0063 | 0.44 | |
| 0.9752 | 55.64 | |
| 0.0833 | 12.83 |
Estimation Period:
Feb 28, 2001 to Feb 6, 2026
Feb 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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