Cmc Corp (Vietnam) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.74% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4920 | 23.17 | |
| 0.1361 | 16.30 | |
| 0.7935 | 149.23 | |
| -0.0065 | -0.47 |
Estimation Period:
Jan 22, 2010 to Feb 6, 2026
Jan 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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