Tunisia Stock Exchange TUNINDEX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.53% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2351 | 17.55 | |
| 0.2110 | 26.36 | |
| 0.8932 | 158.76 | |
| 5.4348 | 10.33 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
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