US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.75% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 1.98 | |
| 0.1148 | 2.43 | |
| 0.8144 | 20.23 | |
| -0.1148 | -2.42 |
Estimation Period:
Feb 28, 2001 to Feb 6, 2026
Feb 28, 2001 to Feb 6, 2026
News Impact Curve
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