Vietinbank Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.47% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1393 | 16.50 | |
| 0.0779 | 16.24 | |
| 0.8988 | 317.36 | |
| 0.0135 | 1.48 |
Estimation Period:
Jul 31, 2009 to Feb 6, 2026
Jul 31, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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