US Dollar to Turkish New Lira GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.98% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 3.98 | |
| 0.1449 | 19.09 | |
| 0.7949 | 47.81 | |
| -0.1159 | -9.66 |
Estimation Period:
Feb 28, 2001 to Feb 20, 2026
Feb 28, 2001 to Feb 20, 2026
News Impact Curve
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