Sao Mai Construction Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.65% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1701 | 13.42 | |
| 0.5399 | 33.81 | |
| 0.0989 | 6.11 | |
| 0.0715 | 1.75 | |
| 0.0760 | 3.48 | |
| 0.9164 | 36.30 |
Estimation Period:
Jan 26, 2010 to Feb 13, 2026
Jan 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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