BIST 30 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.71%
decreased by 0.47%
1 Week
31.02%
decreased by 0.16%
1 Month
32.21%
increased by 1.03%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 19.80 | |
| 0.1859 | 40.09 | |
| 0.9844 | 1,146.03 | |
| -0.0310 | -7.70 |
Estimation Period:
Jan 2, 1997 to Jun 5, 2026
Jan 2, 1997 to Jun 5, 2026
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