Vietnam Hanoi Stock Exchange Equity Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.04% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 19.50 | |
| 0.1734 | 38.14 | |
| 0.8266 | 222.63 |
Estimation Period:
Jul 13, 2005 to Feb 13, 2026
Jul 13, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices