Societe Tunisienne De Banque Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.80% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1397 | 9.36 | |
| 0.2490 | 9.87 | |
| 0.5654 | 14.48 | |
| 0.0046 | 2.06 | |
| -0.0105 | -2.50 |
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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