BIST 30 Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.65% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 19.63 | |
| 0.1869 | 40.01 | |
| 0.9846 | 1,147.59 | |
| -0.0301 | -7.45 |
Estimation Period:
Jan 2, 1997 to Feb 6, 2026
Jan 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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