Sao Thang Long Investmnt Jsc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.42% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2033 | 31.85 | |
| 0.6463 | 42.85 | |
| -0.0192 | -2.67 | |
| 2.4160 | 0.90 | |
| 0.4264 | 0.75 | |
| 0.4500 | 0.63 |
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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