Vietnam Hanoi Stock Exchange Equity Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
35.42%
decreased by 4.41%
1 Week
35.85%
decreased by 3.98%
1 Month
37.46%
decreased by 2.37%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 27.24 | |
| 0.2211 | 50.97 | |
| 0.7761 | 242.74 | |
| 0.2392 | 12.51 |
Estimation Period:
Jul 13, 2005 to Apr 29, 2026
Jul 13, 2005 to Apr 29, 2026
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