Borsa Istanbul 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.64% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.5883 | 6.11 | |
| 0.0687 | 80.21 | |
| 0.9984 | 4,497.24 | |
| 5.5807 | 19.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equity Indices