Dat Phuong Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.14% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4604 | 13.17 | |
| 0.0575 | 8.18 | |
| 0.8615 | 128.07 | |
| 0.0505 | 3.30 |
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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