V-Lab
Viet Nam Export-Import Commercial JSB GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:19.11% (-0.77%)
Analysis last updated: Saturday, May 18, 2024 at 09:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1813 | 17.19 | |
| 0.1627 | 31.94 | |
| 0.8007 | 126.12 |
Estimation Period:
Oct 27, 2009 to May 17, 2024
Oct 27, 2009 to May 17, 2024
News Impact Curve
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