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V-Lab

Banque de Tunisie Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.71% (+3.77%)
Analysis last updated: Friday, February 13, 2026 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banque de Tunisie SGARCH
paramt-stat
ω0.32014.37
α0.42148.24
β0.34087.37
γ1-0.5565-2.49
γ20.77182.22
γ3-0.2646-1.29
γ4-0.0235-0.19
γ50.09240.86
γ60.02240.22
γ7-0.0908-0.90
γ80.13511.04
γ9-0.2700-1.53
γ100.54751.72
Estimation Period:
Jun 20, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts