V-Lab
V-Lab
Vietnam Hanoi Stock Exchange Equity Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.40% (-2.37%)

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 GAS-GARCH-T
paramt-stat
ω31.84085.08
α0.139675.81
β0.99904970.15
ν619.35
Estimation Period:
Jul 13, 2005 to Apr 17, 2024