Visne Madencilik Uretim Sana GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
51.26%
decreased by 3.03%
1 Week
56.37%
increased by 2.08%
1 Month
67.70%
increased by 13.41%
Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9226 | 8.88*** |
α ARCH Response to squared shocks | 0.2213 | 13.86*** |
β GARCH Volatility persistence | 0.7068 | 35.39*** |
Persistence:
0.928
Half-life:
9 days
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