V-Lab
Viet Nam Export-Import Commercial JSB AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.98% (+0.61%)
Analysis last updated: Tuesday, May 7, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1852 | 18.10 | |
| 0.1653 | 32.70 | |
| 0.7964 | 129.22 | |
| -0.1620 | -3.18 |
Estimation Period:
Oct 27, 2009 to May 3, 2024
Oct 27, 2009 to May 3, 2024
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