Vietnam Hanoi Stock Exchange Equity Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.69% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 27.41 | |
| 0.1776 | 36.44 | |
| 0.8224 | 210.97 | |
| 0.1367 | 9.74 | |
| 1.5739 | 23.72 |
Estimation Period:
Jul 13, 2005 to Feb 13, 2026
Jul 13, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices