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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5410	7.60***
α ARCH Response to squared shocks	0.0609	129.60***
β GARCH Volatility persistence	0.9990	7,625.95***
ν DF Student-t tail thickness	2.3212	1,255.37***

V-Lab

US Dollar to Turkish New Lira GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Turkish New Lira Analyses