Petrovietnam Fertilizer GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.85% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1340 | 17.03 | |
| 0.1150 | 19.58 | |
| 0.8669 | 250.54 | |
| -0.0176 | -1.84 |
Estimation Period:
Jan 25, 2008 to Feb 13, 2026
Jan 25, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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