Bao Viet Securities GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.92% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 14.10 | |
| 0.0998 | 35.81 | |
| 0.8893 | 294.29 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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