Sah Tunisie Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.65% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1510 | 2.00 | |
| 0.1665 | 5.76 | |
| 0.5826 | 9.05 | |
| 1.2524 | 1.23 | |
| -2.2085 | -1.65 | |
| 1.9699 | 3.40 | |
| -1.5278 | -3.63 | |
| 0.6380 | 1.54 | |
| -0.3969 | -0.82 | |
| 0.7954 | 1.47 | |
| -1.1253 | -2.11 | |
| 1.1879 | 2.35 | |
| -1.0362 | -1.26 |
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Jan 10, 2014 to Feb 6, 2026
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