Societe Tunisienne De Marche Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.99% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9102 | 8.27 | |
| 0.1736 | 9.65 | |
| 0.7343 | 27.51 | |
| -0.0074 | -2.12 | |
| 0.0097 | 2.19 |
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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