Vietnam Joint Stock Commercial Bank for Industry and Trade MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.78% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0736 | 16.76 | |
| 0.7603 | 112.66 | |
| 0.1028 | 14.34 | |
| 0.7605 | 1.03 | |
| 0.4187 | 1.10 | |
| 0.4013 | 0.72 |
Estimation Period:
Jul 16, 2009 to Jan 30, 2026
Jul 16, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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