Banque de Tunisie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.75% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3266 | 4.25 | |
| 0.3946 | 7.88 | |
| 0.4199 | 8.86 | |
| -0.5720 | -2.47 | |
| 0.7862 | 2.16 | |
| -0.2569 | -1.17 | |
| -0.0337 | -0.25 | |
| 0.1038 | 0.90 | |
| -0.0001 | -0.00 | |
| -0.0559 | -0.54 | |
| 0.0728 | 0.57 | |
| -0.1274 | -0.91 | |
| 0.1349 | 1.18 |
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Jun 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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