Vietnam Manufacturing & Export Processing Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.21% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1688 | 13.83 | |
| 0.1724 | 10.31 | |
| 0.7027 | 52.62 | |
| -0.0663 | -3.30 |
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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