BIST 30 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.06% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 16.20 | |
| 0.0822 | 36.38 | |
| 0.9080 | 385.74 |
Estimation Period:
Jan 2, 1997 to Feb 6, 2026
Jan 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices