Tunisia Stock Exchange TUNINDEX Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.85% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4015 | 5.22 | |
| 0.2680 | 9.18 | |
| 0.5673 | 13.61 | |
| -0.2576 | -4.62 | |
| 0.3765 | 4.72 | |
| -0.1805 | -4.02 | |
| 0.0718 | 1.66 | |
| -0.0102 | -0.24 | |
| 0.0032 | 0.08 | |
| -0.0027 | -0.05 |
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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