Societe Tunisienne De Marche AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.60% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2185 | 25.46 | |
| 0.1752 | 40.10 | |
| 0.7327 | 113.43 | |
| -0.1026 | -2.72 |
Estimation Period:
May 1, 2006 to Jan 30, 2026
May 1, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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