Banque de Tunisie AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.67% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 22.09 | |
| 0.3883 | 33.45 | |
| 0.4829 | 44.65 | |
| -0.2346 | -12.73 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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