Bao Viet Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.43% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2405 | 20.41 | |
| 0.1193 | 18.54 | |
| 0.8267 | 190.93 | |
| 0.0283 | 2.33 |
Estimation Period:
Jun 25, 2009 to Feb 6, 2026
Jun 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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