Viet Nam Export-Import Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.84% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1781 | 18.39 | |
| 0.1612 | 22.82 | |
| 0.8107 | 143.21 | |
| -0.0149 | -1.16 |
Estimation Period:
Oct 27, 2009 to Feb 6, 2026
Oct 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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