V-Lab: US Dollar to Turkish New Lira MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

US Dollar to Turkish New Lira MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:3.85% (+1.00%)

Analysis last updated: Tuesday, November 19, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0898	18.19
$β$	0.8607	85.91
$γ$	-0.0325	-5.01
$λ_{1}$	0.0264	0.67
$λ_{2}$	1.0000	0.67
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts