V-Lab: US Dollar to Turkish New Lira GARCH Volatility Analysis

V-Lab

US Dollar to Turkish New Lira GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:5.47% (-0.17%)

Analysis last updated: Sunday, August 14, 2022, 01:19 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0073	21.73
$α$	0.1162	36.22
$β$	0.8805	322.29

Estimation Period:
Feb 28, 2001 to Aug 13, 2022

News Impact Curve

Volatility Forecasts

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