Skip to main content
V-Lab

Ziraat Gayrimenkul Yatirim Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

55.29%

decreased by 3.28%

1 Week

59.46%

increased by 0.89%

1 Month

63.88%

increased by 5.31%

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 SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.13151.41
α0.17924.31
β0.58437.57
γ18.70341.21
γ2-22.0453-2.46
γ321.74223.69
γ4-14.0801-2.51
γ57.67341.59
γ6-0.8148-0.21
γ7-4.2242-1.25
γ84.16431.12
γ9-0.5097-0.12
γ104.29720.71
Estimation Period:
May 6, 2021 to Jun 5, 2026