US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
2.41%
decreased by 0.04%
1 Week
2.46%
increased by 0.01%
1 Month
2.68%
increased by 0.23%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.79 | |
| 0.0856 | 23.94 | |
| 0.9346 | 305.02 | |
| -0.0403 | -6.10 |
Estimation Period:
Feb 28, 2001 to Jun 5, 2026
Feb 28, 2001 to Jun 5, 2026
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