BIST 30 Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
32.82%
decreased by 0.97%
1 Week
33.01%
decreased by 0.78%
1 Month
33.71%
decreased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 19.36 | |
| 0.0679 | 18.92 | |
| 0.9013 | 365.95 | |
| 0.0428 | 6.75 |
Estimation Period:
Jan 2, 1997 to Jun 5, 2026
Jan 2, 1997 to Jun 5, 2026
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