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{name} Model Equation

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Param	Value	t-stat
ωconst	1.9419	3.24***
αARCH	0.0683	4.49***
βGARCH	0.9259	53.05***

γ₁	-0.1563	-2.34**
γ₂	0.2748	2.17**
γ₃	-0.1861	-1.53
γ₄	0.1256	1.42
γ₅	-0.1291	-2.21**
γ₆	0.1069	1.41
γ₇	0.0432	0.37
γ₈	-0.2705	-2.05**
γ₉	0.3923	2.96***
γ₁₀	-0.4373	-2.43**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9419	3.24***
α ARCH Response to squared shocks	0.0683	4.49***
β GARCH Volatility persistence	0.9259	53.05***

γ₁	-0.1563	-2.34**
γ₂	0.2748	2.17**
γ₃	-0.1861	-1.53
γ₄	0.1256	1.42
γ₅	-0.1291	-2.21**
γ₆	0.1069	1.41
γ₇	0.0432	0.37
γ₈	-0.2705	-2.05**
γ₉	0.3923	2.96***
γ₁₀	-0.4373	-2.43**

V-Lab

US Dollar to Turkish New Lira Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Turkish New Lira Analyses