Dow Jones Turkey Titans 20 Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
36.06%
decreased by 1.63%
1 Week
35.70%
decreased by 1.99%
1 Month
34.51%
decreased by 3.18%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 0.0749 | 10.80 | |
| 0.0782 | 21.20 | |
| 0.8914 | 169.95 | |
| 0.6159 | 13.49 |
Estimation Period:
Dec 31, 2002 to May 26, 2026
Dec 31, 2002 to May 26, 2026
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