Borsa Istanbul 100 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.40% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 16.94 | |
| 0.0677 | 15.94 | |
| 0.9252 | 400.88 | |
| 0.0094 | 1.26 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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