YEN BAI Agro-Forestry Prod GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.16% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 10.71 | |
| 0.0988 | 11.35 | |
| 0.8876 | 141.38 | |
| -0.0501 | -4.43 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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