Vietnam Manufacturing & Export Processing Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.83% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.3455 | 2.82 | |
| 0.1160 | 27.75 | |
| 0.9692 | 85.27 | |
| 2.4836 | 36.83 |
Estimation Period:
Dec 20, 2007 to Feb 13, 2026
Dec 20, 2007 to Feb 13, 2026
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