Societe Tunisienne De Banque GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.22% (+12.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5285 | 32.66 | |
| 0.2753 | 24.16 | |
| 0.5840 | 60.84 | |
| -0.0609 | -2.73 |
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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