Ziraat Gayrimenkul Yatirim GJR-GARCH 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
53.53%
decreased by 2.44%
1 Week
53.59%
decreased by 2.38%
1 Month
53.83%
decreased by 2.14%
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 | |
|---|---|---|
| 0.0127 | 7.71 | |
| 0.1116 | 13.41 | |
| 0.9105 | 110.23 | |
| -0.0442 | -2.86 |
Estimation Period:
May 6, 2021 to Jun 5, 2026
May 6, 2021 to Jun 5, 2026
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