BIST 30 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.45% (+3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 19.15 | |
| 0.0692 | 18.99 | |
| 0.9007 | 362.60 | |
| 0.0417 | 6.53 |
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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