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Param	Value	t-stat
ωconst	2.1266	2.82***
αARCH	0.0658	4.22***
βGARCH	0.9295	52.86***

γ₁	-0.1480	-2.11**
γ₂	0.2544	1.93*
γ₃	-0.1602	-1.26
γ₄	0.1025	1.09
γ₅	-0.1179	-1.94*
γ₆	0.1189	1.64
γ₇	-0.0040	-0.04
γ₈	-0.1731	-1.52
γ₉	0.2040	2.35**
γ₁₀	-0.0784	-1.47

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1266	2.82***
α ARCH Response to squared shocks	0.0658	4.22***
β GARCH Volatility persistence	0.9295	52.86***

γ₁	-0.1480	-2.11**
γ₂	0.2544	1.93*
γ₃	-0.1602	-1.26
γ₄	0.1025	1.09
γ₅	-0.1179	-1.94*
γ₆	0.1189	1.64
γ₇	-0.0040	-0.04
γ₈	-0.1731	-1.52
γ₉	0.2040	2.35**
γ₁₀	-0.0784	-1.47

V-Lab

US Dollar to Turkish New Lira Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Turkish New Lira Analyses