Bao Viet Securities GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.16% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 12.05 | |
| 0.0903 | 16.42 | |
| 0.8762 | 277.80 | |
| 0.0401 | 3.49 |
Estimation Period:
Jan 18, 2008 to Feb 13, 2026
Jan 18, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bao Viet Securities Analyses
Other GJR-GARCH Analyses on International Equities