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V-Lab

Ziraat Gayrimenkul Yatirim Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

40.27%

decreased by 4.51%

1 Week

41.17%

decreased by 3.61%

1 Month

42.35%

decreased by 2.43%

Analysis last updated: Tuesday, June 9, 2026 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ziraat Gayrimenkul Yatirim S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.17771.79
α0.18964.18
β0.60979.58
γ114.07562.33
γ2-29.5163-3.79
γ324.67983.96
γ4-15.2721-2.54
γ58.12651.58
γ6-0.9062-0.22
γ7-4.0850-1.15
γ83.28840.86
γ92.35790.60
γ10-4.2020-1.41
Estimation Period:
May 6, 2021 to Jun 5, 2026