Ziraat Gayrimenkul Yatirim 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
57.73%
decreased by 6.28%
1 Week
57.81%
decreased by 6.20%
1 Month
58.13%
decreased by 5.88%
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 | |
|---|---|---|
| 0.0180 | 9.15 | |
| 0.2078 | 21.36 | |
| 0.7922 | 103.63 |
Estimation Period:
May 6, 2021 to Jun 5, 2026
May 6, 2021 to Jun 5, 2026
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