V-Lab
US Dollar to Turkish New Lira GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:5.20% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4351 | 7.37 | |
| 0.0637 | 126.29 | |
| 0.9990 | 7,455.22 | |
| 2.3680 | 947.59 |
Estimation Period:
Feb 28, 2001 to Jul 4, 2025
Feb 28, 2001 to Jul 4, 2025
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