Ziraat Gayrimenkul Yatirim AGARCH 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
62.16%
decreased by 3.71%
1 Week
63.91%
decreased by 1.96%
1 Month
71.76%
increased by 5.89%
Analysis last updated: Tuesday, June 9, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0309 | -4.53 | |
| 0.1360 | 13.55 | |
| 0.8915 | 136.96 | |
| -0.5125 | -10.79 |
Estimation Period:
May 6, 2021 to Jun 5, 2026
May 6, 2021 to Jun 5, 2026
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