Banque de Tunisie Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.71% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 4.37 | |
| 0.4214 | 8.24 | |
| 0.3408 | 7.37 | |
| -0.5565 | -2.49 | |
| 0.7718 | 2.22 | |
| -0.2646 | -1.29 | |
| -0.0235 | -0.19 | |
| 0.0924 | 0.86 | |
| 0.0224 | 0.22 | |
| -0.0908 | -0.90 | |
| 0.1351 | 1.04 | |
| -0.2700 | -1.53 | |
| 0.5475 | 1.72 |
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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