Viet Nam Export-Import Commercial JSB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.14% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7864 | 3.45 | |
| 0.1651 | 31.82 | |
| 0.9712 | 115.49 | |
| 3.2504 | 21.72 |
Estimation Period:
Oct 27, 2009 to Jan 30, 2026
Oct 27, 2009 to Jan 30, 2026
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