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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 3.74 | |
| 0.2342 | 21.64 | |
| 0.8049 | 131.20 | |
| -0.0783 | -5.84 |
Estimation Period:
May 6, 2021 to Jun 5, 2026
May 6, 2021 to Jun 5, 2026
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