V-Lab
V-Lab
Borsa Istanbul 100 Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.96% (-1.31%)

Analysis last updated: Thursday, May 2, 2024 at 12:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Borsa Istanbul 100 Index AMEM
paramt-stat
ω0.158931.64
α0.226229.43
β0.6922152.19
γ0.07676.47
Estimation Period:
May 31, 2001 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts