Vietnam Hanoi Stock Exchange Equity Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.60% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 19.39 | |
| 0.1733 | 37.94 | |
| 0.8267 | 221.80 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices