V-Lab
V-Lab
Vietnam Hanoi Stock Exchange Equity Index EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.41% (-2.70%)

Analysis last updated: Friday, May 3, 2024 at 06:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Hanoi Stock Exchange Equity Index EGARCH
paramt-stat
ω0.040023.38
α0.330245.01
β0.9669748.99
γ-0.0455-8.66
Estimation Period:
Jul 13, 2005 to Apr 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts