Skip to main content
V-Lab

Ho Chi Minh City Securities Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.00% (-1.00%)
Analysis last updated: Tuesday, February 10, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ho Chi Minh City Securities SGARCH
paramt-stat
ω1.60027.14
α0.10436.08
β0.750319.19
γ10.28021.28
γ2-0.2444-0.54
γ3-0.1188-0.25
γ4-0.0015-0.00
γ50.49311.83
γ6-0.8467-2.87
γ70.74182.77
γ8-0.4660-1.51
γ9-0.0230-0.06
γ100.67581.95
Estimation Period:
May 19, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts