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{name} Model Equation

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Param	Value	t-stat
ωconst	2.1206	2.83***
αARCH	0.0660	4.21***
βGARCH	0.9293	52.36***

γ₁	-0.1478	-2.13**
γ₂	0.2545	1.94*
γ₃	-0.1602	-1.26
γ₄	0.1008	1.07
γ₅	-0.1156	-1.93*
γ₆	0.1177	1.68*
γ₇	-0.0039	-0.04
γ₈	-0.1745	-1.57
γ₉	0.2090	2.44**
γ₁₀	-0.0838	-1.60

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1206	2.83***
α ARCH Response to squared shocks	0.0660	4.21***
β GARCH Volatility persistence	0.9293	52.36***

γ₁	-0.1478	-2.13**
γ₂	0.2545	1.94*
γ₃	-0.1602	-1.26
γ₄	0.1008	1.07
γ₅	-0.1156	-1.93*
γ₆	0.1177	1.68*
γ₇	-0.0039	-0.04
γ₈	-0.1745	-1.57
γ₉	0.2090	2.44**
γ₁₀	-0.0838	-1.60

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