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V-Lab

Sah Tunisie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.31% (-0.08%)
Analysis last updated: Thursday, February 12, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sah Tunisie S0GARCH
paramt-stat
ω2.12681.98
α0.16615.72
β0.58068.90
γ11.20301.18
γ2-2.1251-1.58
γ31.90763.29
γ4-1.4770-3.51
γ50.59611.44
γ6-0.3584-0.75
γ70.75161.39
γ8-1.0578-2.02
γ91.05462.52
γ10-0.6879-2.43
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts