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{name} Model Equation

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Param	Value	t-stat
ωconst	2.0304	2.87***
αARCH	0.0653	4.21***
βGARCH	0.9296	52.43***

γ₁	-0.1489	-2.18**
γ₂	0.2585	1.99**
γ₃	-0.1663	-1.32
γ₄	0.1049	1.13
γ₅	-0.1155	-1.95*
γ₆	0.1169	1.70*
γ₇	-0.0053	-0.05
γ₈	-0.1716	-1.55
γ₉	0.2074	2.43**
γ₁₀	-0.0842	-1.65*

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0304	2.87***
α ARCH Response to squared shocks	0.0653	4.21***
β GARCH Volatility persistence	0.9296	52.43***

γ₁	-0.1489	-2.18**
γ₂	0.2585	1.99**
γ₃	-0.1663	-1.32
γ₄	0.1049	1.13
γ₅	-0.1155	-1.95*
γ₆	0.1169	1.70*
γ₇	-0.0053	-0.05
γ₈	-0.1716	-1.55
γ₉	0.2074	2.43**
γ₁₀	-0.0842	-1.65*

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