V-Lab
Viet Nam Export-Import Commercial JSB EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.48% (+3.30%)
Analysis last updated: Tuesday, May 7, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1373 | 24.94 | |
| 0.3289 | 36.87 | |
| 0.9132 | 234.75 | |
| 0.0098 | 1.18 |
Estimation Period:
Oct 27, 2009 to May 3, 2024
Oct 27, 2009 to May 3, 2024
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