Tan Thanh Dat Deve GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.04% (+8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5888 | 17.10 | |
| 0.1534 | 12.54 | |
| 0.6995 | 58.92 | |
| 0.0222 | 0.98 |
Estimation Period:
Nov 16, 2017 to Feb 6, 2026
Nov 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tan Thanh Dat Deve Analyses
Other GJR-GARCH Analyses on International Equities