Soc Tunisienne De Verreries GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 21.25 | |
| 0.1057 | 18.81 | |
| 0.8648 | 240.89 | |
| -0.0103 | -1.04 |
Estimation Period:
Nov 10, 2005 to Feb 6, 2026
Nov 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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