Genetic parameters for test day milk yields of Holstein Friesian cows have been estimated using a random regression model (RRM). Data consisted of 1487 monthly test day milk yield records of cows calving between 1987 and 1993 in Sarrmsakh Farm, Turkey. Data were restricted to have at least 150d and at maximum 308d length of first lactations. Additive genetic and permanent environmental (co)variances were modeled with the same order polynomial regressions. Residual (measurement) error variance was assumed to be constant throughout lactation. The quadratic (k=3) order orthogonal polynomial regression was found to be sufficient. Heritability estimates for test day milk yields were high at the middle of the lactation and ranged from 0.07 to 0.32. Genetic correlations of milk yields between consecutive test days were high, but decreased as the interval between tests days increased. Genetic correlations ranged from 0.51 to 0.99. Residual error variance was estimated 13.77 kg.