Visne Madencilik Uretim Sana GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
52.60%
decreased by 2.98%
1 Week
57.32%
increased by 1.74%
1 Month
67.94%
increased by 12.36%
Analysis last updated: Tuesday, July 14, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2025 to Jul 10, 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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8893 | 8.76*** |
α ARCH Response to squared shocks | 0.2371 | 7.30*** |
β GARCH Volatility persistence | 0.7136 | 35.57*** |
γ leverage Additional response to negative shocks | -0.0443 | -0.95 |
Persistence:
0.929
Half-life:
9 days
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