Vinacapital Vietnam OPP FND Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.09% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0511 | 8.69 | |
| 0.3819 | 9.52 | |
| 0.0130 | 0.34 | |
| 0.2533 | 2.53 | |
| -0.6821 | -3.91 | |
| 0.5593 | 3.70 | |
| -0.0374 | -0.28 | |
| -0.0656 | -0.56 | |
| -0.0999 | -0.93 | |
| 0.2928 | 2.96 | |
| -0.5007 | -4.92 | |
| 0.2539 | 2.37 | |
| 0.1505 | 1.90 |
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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