Bao Viet Securities Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.48% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4211 | 3.51 | |
| 0.1228 | 6.57 | |
| 0.7699 | 20.59 | |
| 0.2248 | 2.28 | |
| -0.3219 | -2.44 | |
| 0.1774 | 1.95 | |
| -0.1558 | -1.55 | |
| 0.3127 | 3.14 | |
| -0.5253 | -5.61 | |
| 0.4920 | 3.64 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bao Viet Securities Analyses
Other Spline-GARCH Analyses on International Equities