V-Lab
Viet Nam Export-Import Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:33.77% (-0.17%)
Analysis last updated: Saturday, April 20, 2024 at 08:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 17.04 | |
| 0.1676 | 22.72 | |
| 0.8045 | 127.41 | |
| -0.0156 | -1.17 |
Estimation Period:
Oct 27, 2009 to Apr 19, 2024
Oct 27, 2009 to Apr 19, 2024
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