Vietnam Hanoi Stock Exchange Equity Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.21% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 27.33 | |
| 0.2172 | 51.52 | |
| 0.7800 | 248.89 | |
| 0.2232 | 11.80 |
Estimation Period:
Jul 13, 2005 to Feb 13, 2026
Jul 13, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices