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V-Lab

Visne Madencilik Uretim Sana GJR-GARCH Volatility Analysis

Volatility prediction for Friday, July 24th, 2026

1 Day

45.03%

decreased by 1.63%

1 Week

51.68%

increased by 5.02%

1 Month

65.42%

increased by 18.76%

Analysis last updated: Friday, July 24, 2026 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Visne Madencilik Uretim Sana GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9832
8.92***
α

ARCH

Response to squared shocks

0.2475
7.46***
β

GARCH

Volatility persistence

0.7013
34.85***
γ

leverage

Additional response to negative shocks

-0.0488
-1.03

Persistence:

0.924

Half-life:

9 days