BIST 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.32% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 19.19 | |
| 0.0692 | 19.02 | |
| 0.9006 | 362.72 | |
| 0.0417 | 6.52 |
Estimation Period:
Jan 2, 1997 to Feb 13, 2026
Jan 2, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices