Dat Phuong Jsc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.78% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1528 | 13.29 | |
| 0.1653 | 19.54 | |
| 0.9317 | 192.82 | |
| -0.0496 | -7.59 |
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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