Sao Thang Long Investmnt Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (-4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0932 | 6.98 | |
| 0.2197 | 10.16 | |
| 0.6360 | 16.33 | |
| 0.3360 | 1.31 | |
| -0.6071 | -1.40 | |
| 0.2049 | 0.46 | |
| 0.5080 | 0.97 | |
| -0.5957 | -1.13 | |
| -0.0209 | -0.05 | |
| 0.2331 | 0.78 | |
| -0.3594 | -1.20 | |
| 0.9839 | 2.45 | |
| -2.0991 | -2.79 |
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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