Vietnam Joint Stock Commercial Bank for Industry and Trade GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.65% (+5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9349 | 3.25 | |
| 0.1285 | 26.26 | |
| 0.9788 | 143.16 | |
| 4.0902 | 11.43 |
Estimation Period:
Jul 16, 2009 to Jan 30, 2026
Jul 16, 2009 to Jan 30, 2026
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