The 25-year-old winger has dismissed talk that he could return to his boyhood club just 12 months after his €12 million move to Los Rojiblancos
The Turkey international enjoyed a successful first season in the Spanish capital, helping Diego Simeone's men to Europa League glory.
However, rumours have been rife that the 25-year-old could leave the club, but Arda is adamant that he will be staying put.
"I'm in good shape and everything is going well," he told Haberturk.
"I set Galatasaray aside from everything, and [coach] Fatih Terim is like a father to me. It's my home, but I'm representing my club now, and I don't want to leave Europe and return to Turkey.
"I won't run away to earn €12.5 million with Galatasaray."
Turkish city Gaziantep fell victim to a terrorist attack on Tuesday and Arda went on to send his commiserations to the families of those who lose their lives.
"I send my condolences to the Turkish people. Hopefully, the bloodshed will end," he added.