Cmh Vietnam Group Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.21% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5546 | 18.19 | |
| 0.1497 | 14.90 | |
| 0.8292 | 155.04 | |
| -0.0392 | -2.55 |
Estimation Period:
Aug 3, 2011 to Feb 6, 2026
Aug 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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