V-Lab
US Dollar to Turkish New Lira GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:3.63% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 9.93 | |
| 0.0780 | 16.50 | |
| 0.9220 | 205.94 |
Estimation Period:
Feb 28, 2001 to Jul 4, 2025
Feb 28, 2001 to Jul 4, 2025
News Impact Curve
Volatility Forecasts
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