Vietnam Joint Stock Commercial Bank for Industry and Trade GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.61% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2227 | 18.25 | |
| 0.0868 | 16.76 | |
| 0.8258 | 176.64 | |
| 0.0753 | 6.44 |
Estimation Period:
Jul 16, 2009 to Feb 6, 2026
Jul 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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