Tunisia Stock Exchange TUNINDEX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.05% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4077 | 5.35 | |
| 0.2678 | 9.16 | |
| 0.5672 | 13.59 | |
| -0.2522 | -4.54 | |
| 0.3679 | 4.62 | |
| -0.1747 | -3.89 | |
| 0.0672 | 1.57 | |
| -0.0066 | -0.16 | |
| 0.0002 | 0.01 | |
| 0.0009 | 0.04 |
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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