Ho Chi Minh City Securities GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.43% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5425 | 11.04 | |
| 0.0983 | 5.80 | |
| 0.8255 | 124.94 | |
| 0.0122 | 0.44 |
Estimation Period:
May 19, 2009 to Feb 6, 2026
May 19, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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