Ho Chi Minh City Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.47% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5313 | 5.43 | |
| 0.1045 | 6.28 | |
| 0.7676 | 21.44 | |
| 0.1991 | 2.12 | |
| -0.2007 | -1.49 | |
| -0.1255 | -0.91 | |
| 0.3931 | 1.95 | |
| -0.4824 | -2.11 | |
| 0.3573 | 1.73 | |
| -0.3314 | -2.32 | |
| 0.3021 | 3.38 |
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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