Viet Nam Export-Import Commercial JSB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.42% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9131 | 4.35 | |
| 0.1970 | 8.25 | |
| 0.7080 | 20.26 | |
| 0.0566 | 0.53 | |
| 0.0546 | 0.36 | |
| -0.2909 | -2.83 | |
| 0.3522 | 3.42 | |
| -0.3539 | -3.33 | |
| 0.4615 | 3.14 |
Estimation Period:
Oct 27, 2009 to Feb 13, 2026
Oct 27, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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