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V-Lab

Vietinbank Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.54% (+2.49%)
Analysis last updated: Sunday, February 8, 2026 at 04:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietinbank Securities Co Ltd SGARCH
paramt-stat
ω0.94645.13
α0.09237.36
β0.840633.42
γ1-0.0841-0.40
γ20.06750.20
γ3-0.0870-0.33
γ40.44301.90
γ5-0.8305-3.56
γ61.08854.45
γ7-0.9770-4.38
γ80.28411.33
γ90.56681.94
Estimation Period:
Jul 31, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts