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Banque de Tunisie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.75% (-3.76%)
Analysis last updated: Sunday, February 15, 2026 at 03:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banque de Tunisie S0GARCH
paramt-stat
ω0.32664.25
α0.39467.88
β0.41998.86
γ1-0.5720-2.47
γ20.78622.16
γ3-0.2569-1.17
γ4-0.0337-0.25
γ50.10380.90
γ6-0.0001-0.00
γ7-0.0559-0.54
γ80.07280.57
γ9-0.1274-0.91
γ100.13491.18
Estimation Period:
Jun 20, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts