Cng Vietnam Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 13.60 | |
| 0.1511 | 12.32 | |
| 0.8534 | 164.22 | |
| -0.0671 | -3.89 |
Estimation Period:
Nov 23, 2011 to Feb 6, 2026
Nov 23, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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