V-Lab
V-Lab
Vietnam Hanoi Stock Exchange Equity Index GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:30.21% (-1.66%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Hanoi Stock Exchange Equity Index GARCH
paramt-stat
ω0.037617.82
α0.165636.63
β0.8344224.23
Estimation Period:
Jul 13, 2005 to Apr 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts