Vietinbank Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.13% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.9994 | 6.35 | |
| 0.0886 | 82.44 | |
| 0.9962 | 1,714.58 | |
| 3.8516 | 54.93 |
Estimation Period:
Jul 31, 2009 to Feb 6, 2026
Jul 31, 2009 to Feb 6, 2026
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