Ziraat Gayrimenkul Yatirim APARCH 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
55.45%
decreased by 1.62%
1 Week
55.45%
decreased by 1.62%
1 Month
55.46%
decreased by 1.61%
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 | |
|---|---|---|
| 0.0024 | 2.73 | |
| 0.0512 | 7.29 | |
| 0.9168 | 92.80 | |
| -0.0788 | -2.51 | |
| 3.0000 | 9.75 |
Estimation Period:
May 6, 2021 to Jun 5, 2026
May 6, 2021 to Jun 5, 2026
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