US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 29th, 2026
1 Day
2.83%
decreased by 0.07%
1 Week
2.88%
decreased by 0.02%
1 Month
3.07%
increased by 0.17%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.86 | |
| 0.0858 | 23.86 | |
| 0.9344 | 303.10 | |
| -0.0405 | -6.10 |
Estimation Period:
Feb 28, 2001 to May 22, 2026
Feb 28, 2001 to May 22, 2026
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