Tunisie Profiles Aluminium GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.79% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1828 | 21.80 | |
| 0.1880 | 14.86 | |
| 0.7464 | 98.68 | |
| -0.0645 | -3.62 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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