Ho Chi Minh City Securities GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.45% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3096 | 5.84 | |
| 0.1190 | 17.57 | |
| 0.9560 | 109.05 | |
| 4.4934 | 7.90 |
Estimation Period:
May 19, 2009 to Feb 6, 2026
May 19, 2009 to Feb 6, 2026
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