Bao Viet Securities GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.40% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.1513 | 8.87 | |
| 0.0983 | 94.14 | |
| 0.9981 | 4,730.21 | |
| 3.8319 | 90.12 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
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