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V-Lab

Visne Madencilik Uretim Sana Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

76.41%

decreased by 4.69%

1 Week

90.26%

increased by 9.16%

1 Month

95.16%

increased by 14.06%

Analysis last updated: Tuesday, July 21, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Visne Madencilik Uretim Sana SGARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2330
5.64***
α

ARCH

Response to squared shocks

0.3702
5.23***
β

GARCH

Volatility persistence

0.0529
0.45
γi Spline Coefficients
K=2
γ1-3.7932
-2.29**
γ210.3383
3.20***

Persistence:

0.423

Half-life:

1 days