Skip to main content
V-Lab

Ziraat Gayrimenkul Yatirim Asy. MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, June 9th, 2026

1 Day

56.04%

decreased by 5.76%

1 Week

56.11%

decreased by 5.69%

1 Month

56.40%

decreased by 5.40%

Analysis last updated: Tuesday, June 9, 2026 at 08:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ziraat Gayrimenkul Yatirim AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.01613.74
α0.234221.64
β0.8049131.20
γ-0.0783-5.84
Estimation Period:
May 6, 2021 to Jun 5, 2026