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Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 12th, 2026

1 Day

36.47%

decreased by 3.74%

1 Week

36.82%

decreased by 3.39%

1 Month

38.18%

decreased by 2.03%

Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC

Date Range:

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graph of Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time