Skip to main content
V-Lab

YEN BAI Agro-Forestry Prod Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.06% (-0.17%)
Analysis last updated: Saturday, February 14, 2026 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YEN BAI Agro-Forestry Prod S0GARCH
paramt-stat
ω1.59336.52
α0.22445.97
β0.46275.67
γ1-0.3374-1.79
γ20.64492.01
γ3-0.4437-1.83
γ40.13420.70
γ50.04540.25
γ6-0.0791-0.43
γ70.06650.53
Estimation Period:
May 5, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts