Banque de Tunisie MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.65% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.5692 | 35.38 | |
| 0.4794 | 40.07 | |
| -0.3457 | -18.09 | |
| 1.5507 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0122 | 0.00 |
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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