Vietnam Hanoi Stock Exchange Equity Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.43% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 27.28 | |
| 0.1775 | 36.20 | |
| 0.8225 | 210.64 | |
| 0.1368 | 9.73 | |
| 1.5790 | 23.72 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices