Sao Thang Long Investmnt Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.34% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1123 | 20.55 | |
| 0.1942 | 17.28 | |
| 0.7654 | 132.30 | |
| -0.0180 | -0.89 |
Estimation Period:
Aug 3, 2011 to Feb 6, 2026
Aug 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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