Vietnam Manufacturing & Export Processing Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.42% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5409 | 11.13 | |
| 0.2534 | 21.62 | |
| 0.7992 | 40.30 | |
| 0.0508 | 3.26 |
Estimation Period:
Dec 20, 2007 to Feb 13, 2026
Dec 20, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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