Borsa Istanbul 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
39.59%
decreased by 2.17%
1 Week
37.69%
decreased by 4.07%
1 Month
33.23%
decreased by 8.53%
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 | |
|---|---|---|
| 31 | ||
| 0.0582 | 14.04 | |
| 0.7999 | 147.98 | |
| 0.0878 | 14.47 | |
| 0.0010 | 0.97 | |
| 0.0056 | 3.59 | |
| 0.9941 | 534.20 |
Estimation Period:
Jan 1, 1990 to May 26, 2026
Jan 1, 1990 to May 26, 2026
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