Viet Nam Export-Import Commercial JSB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.54% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9143 | 4.34 | |
| 0.1967 | 8.25 | |
| 0.7088 | 20.34 | |
| 0.0562 | 0.53 | |
| 0.0556 | 0.37 | |
| -0.2914 | -2.82 | |
| 0.3506 | 3.39 | |
| -0.3477 | -3.25 | |
| 0.4370 | 2.94 |
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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