Banque de Tunisie GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.94% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 23.44 | |
| 0.5617 | 21.94 | |
| 0.4992 | 46.11 | |
| -0.3445 | -11.21 |
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Jun 20, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banque de Tunisie Analyses
Other GJR-GARCH Analyses on International Equities