Tunisia Stock Exchange TUNINDEX EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.92% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1494 | -19.64 | |
| 0.4163 | 44.10 | |
| 0.8944 | 205.56 | |
| -0.0019 | -0.25 |
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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