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V-Lab

Ho Chi Minh City Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.47% (-1.99%)
Analysis last updated: Thursday, February 12, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ho Chi Minh City Securities S0GARCH
paramt-stat
ω1.53135.43
α0.10456.28
β0.767621.44
γ10.19912.12
γ2-0.2007-1.49
γ3-0.1255-0.91
γ40.39311.95
γ5-0.4824-2.11
γ60.35731.73
γ7-0.3314-2.32
γ80.30213.38
Estimation Period:
May 19, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts