V-Lab
V-Lab
US Dollar to Turkish New Lira GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:4.78% (+0.65%)

Analysis last updated: Tuesday, November 19, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Turkish New Lira GAS-GARCH-T
paramt-stat
ω2.64137.29
α0.0645124.43
β0.99907400.00
ν2863.59
Estimation Period:
Feb 28, 2001 to Nov 15, 2024