Societe Tunisienne De Banque EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.39% (+11.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2527 | 31.11 | |
| 0.3922 | 41.30 | |
| 0.7777 | 95.86 | |
| 0.0344 | 3.44 |
Estimation Period:
Aug 11, 1995 to Feb 6, 2026
Aug 11, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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