Bidv Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.72% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2720 | 16.28 | |
| 0.1031 | 15.41 | |
| 0.8620 | 205.57 | |
| 0.0013 | 0.11 |
Estimation Period:
Jul 19, 2011 to Feb 6, 2026
Jul 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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