Societe Tunisienne De Marche GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.62% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2129 | 25.63 | |
| 0.1925 | 18.72 | |
| 0.7407 | 115.22 | |
| -0.0476 | -2.92 |
Estimation Period:
May 1, 2006 to Feb 6, 2026
May 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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