Tunisia Stock Exchange TUNINDEX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.87% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 30.21 | |
| 0.2520 | 22.03 | |
| 0.6658 | 84.49 | |
| 0.0100 | 0.54 |
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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