Viet Nam Export-Import Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.51% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1773 | 18.36 | |
| 0.1614 | 22.97 | |
| 0.8108 | 144.12 | |
| -0.0136 | -1.06 |
Estimation Period:
Oct 27, 2009 to Feb 13, 2026
Oct 27, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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