Vinacapital Vietnam OPP FND GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.19% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 19.12 | |
| 0.1472 | 17.58 | |
| 0.8391 | 208.41 | |
| 0.0014 | 0.10 |
Estimation Period:
Apr 19, 2006 to Feb 6, 2026
Apr 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vinacapital Vietnam OPP FND Analyses
Other GJR-GARCH Analyses on Closed-end Funds