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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0097	12.81***
α ARCH Response to squared shocks	0.1784	23.36***
β GARCH Volatility persistence	0.9898	1,098.51***
γ leverage Additional response to negative shocks	0.0390	10.65***

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US Dollar to Turkish New Lira EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Turkish New Lira Analyses