US Dollar to Turkish New Lira MF2-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
2.30%
decreased by 1.65%
1 Week
72,142,853,284,299,770,000,000,000.00%
increased by 72,142,853,284,299,770,000,000,000.00%
1 Month
848,567,027,405,614,100,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 848,567,027,405,614,100,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2472 | 2,472,170.00 | |
| -0.4944 | -4,944,140.00 | |
| 0.0266 | 72.41 | |
| 0.3589 | 69.39 | |
| 0.4352 | 52.57 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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