Bao Viet Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.30% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3931 | 3.48 | |
| 0.1218 | 6.57 | |
| 0.7710 | 20.84 | |
| 0.2154 | 2.17 | |
| -0.3061 | -2.31 | |
| 0.1645 | 1.81 | |
| -0.1398 | -1.39 | |
| 0.2845 | 2.89 | |
| -0.4639 | -5.51 | |
| 0.3317 | 5.26 |
Estimation Period:
Jan 18, 2008 to Feb 13, 2026
Jan 18, 2008 to Feb 13, 2026
News Impact Curve
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