Vinacapital Vietnam OPP FND Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.29% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0826 | 8.83 | |
| 0.3822 | 9.50 | |
| 0.0111 | 0.29 | |
| 0.2903 | 2.90 | |
| -0.7386 | -4.23 | |
| 0.5920 | 3.92 | |
| -0.0590 | -0.44 | |
| -0.0518 | -0.44 | |
| -0.1088 | -1.01 | |
| 0.2958 | 2.97 | |
| -0.4892 | -4.64 | |
| 0.2077 | 1.69 | |
| 0.2935 | 1.83 |
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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