V-Lab
V-Lab
US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:3.63% (+0.80%)

Analysis last updated: Tuesday, November 19, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of US Dollar to Turkish New Lira GJR-GARCH
paramt-stat
ω0.00087.81
α0.088028.56
β0.9334274.29
γ-0.0428-7.56
Estimation Period:
Feb 28, 2001 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts