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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	4.30***
α ARCH Response to squared shocks	0.0842	25.20***
β GARCH Volatility persistence	0.9354	316.43***
γ leverage Additional response to negative shocks	-0.0392	-6.23***

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US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Turkish New Lira Analyses