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Vietnam Manufacturing & Export Processing Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.65% (+3.17%)
Analysis last updated: Saturday, February 14, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Manufacturing & Export Processing Holdings Ltd SGARCH
paramt-stat
ω0.68914.55
α0.13885.36
β0.61589.36
γ1-1.1946-3.45
γ21.62723.08
γ3-0.4218-1.20
γ40.02680.10
γ5-0.3944-1.79
γ61.10824.03
γ7-1.5638-4.34
γ81.30993.24
γ9-0.8170-1.86
Estimation Period:
Dec 20, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts