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V-Lab

Sah Tunisie Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.65% (-0.09%)
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 SGARCH
paramt-stat
ω2.15102.00
α0.16655.76
β0.58269.05
γ11.25241.23
γ2-2.2085-1.65
γ31.96993.40
γ4-1.5278-3.63
γ50.63801.54
γ6-0.3969-0.82
γ70.79541.47
γ8-1.1253-2.11
γ91.18792.35
γ10-1.0362-1.26
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts