Viet Nam Export-Import Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.47% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1793 | 18.43 | |
| 0.1622 | 22.84 | |
| 0.8097 | 142.23 | |
| -0.0155 | -1.21 |
Estimation Period:
Oct 27, 2009 to Jan 30, 2026
Oct 27, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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