Vietnam Hanoi Stock Exchange Equity Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.09% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.8236 | 5.39 | |
| 0.1406 | 85.85 | |
| 0.9990 | 5,313.83 | |
| 5.5889 | 25.66 |
Estimation Period:
Jul 13, 2005 to Feb 13, 2026
Jul 13, 2005 to Feb 13, 2026
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