Tunisia Stock Exchange TUNINDEX AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.29% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 30.05 | |
| 0.2567 | 35.07 | |
| 0.6636 | 85.01 | |
| -0.0214 | -4.13 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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