Dat Phuong Jsc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.01% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4329 | 22.89 | |
| 0.1515 | 31.19 | |
| 0.6639 | 70.48 | |
| 0.9313 | 12.68 |
Estimation Period:
May 22, 2018 to Feb 6, 2026
May 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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