Dow Jones Turkey Titans 20 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
34.14%
decreased by 1.36%
1 Week
33.97%
decreased by 1.53%
1 Month
33.44%
decreased by 2.06%
Analysis last updated: Friday, June 5, 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 | |
|---|---|---|
| 0.0425 | 15.95 | |
| 0.1576 | 26.77 | |
| 0.9690 | 564.36 | |
| -0.0497 | -10.03 |
Estimation Period:
Dec 31, 2002 to May 26, 2026
Dec 31, 2002 to May 26, 2026
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