Vinacapital Vietnam OPP FND EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.53% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 21.57 | |
| 0.2271 | 36.55 | |
| 0.9759 | 676.77 | |
| -0.0093 | -1.09 |
Estimation Period:
Apr 19, 2006 to Feb 6, 2026
Apr 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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