Turkiye Vakiflar Bankasi TAO GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.14% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3909 | 17.68 | |
| 0.0825 | 17.02 | |
| 0.8524 | 160.60 | |
| 0.0206 | 2.20 |
Estimation Period:
Nov 18, 2005 to Feb 13, 2026
Nov 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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