Sah Tunisie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.31% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1268 | 1.98 | |
| 0.1661 | 5.72 | |
| 0.5806 | 8.90 | |
| 1.2030 | 1.18 | |
| -2.1251 | -1.58 | |
| 1.9076 | 3.29 | |
| -1.4770 | -3.51 | |
| 0.5961 | 1.44 | |
| -0.3584 | -0.75 | |
| 0.7516 | 1.39 | |
| -1.0578 | -2.02 | |
| 1.0546 | 2.52 | |
| -0.6879 | -2.43 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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