Bao Viet Securities MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.24% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0928 | 22.47 | |
| 0.7944 | 119.99 | |
| 0.0473 | 8.19 | |
| 1.1423 | 6.03 | |
| 0.8475 | 14.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 18, 2008 to Feb 13, 2026
Jan 18, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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