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V-Lab

Bao Viet Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.30% (-0.68%)
Analysis last updated: Sunday, February 15, 2026 at 04:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bao Viet Securities S0GARCH
paramt-stat
ω2.39313.48
α0.12186.57
β0.771020.84
γ10.21542.17
γ2-0.3061-2.31
γ30.16451.81
γ4-0.1398-1.39
γ50.28452.89
γ6-0.4639-5.51
γ70.33175.26
Estimation Period:
Jan 18, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts