BIST 30 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0419 | 12.50 | |
| 0.7915 | 127.88 | |
| 0.1166 | 20.93 | |
| 0.3905 | 4.36 | |
| 0.8492 | 12.20 | |
| 0.0588 | 0.66 |
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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