Borsa Istanbul 100 Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
39.11%
decreased by 0.68%
1 Week
39.29%
decreased by 0.50%
1 Month
39.98%
increased by 0.19%
Analysis last updated: Wednesday, May 27, 2026 at 01:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 17.18 | |
| 0.0672 | 15.97 | |
| 0.9252 | 400.87 | |
| 0.0103 | 1.39 |
Estimation Period:
Jan 1, 1990 to May 26, 2026
Jan 1, 1990 to May 26, 2026
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