Ho Chi Minh City D GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.05% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4429 | 10.29 | |
| 0.0352 | 2.72 | |
| 0.5697 | 20.55 | |
| 0.2532 | 7.93 |
Estimation Period:
Jan 5, 2018 to Feb 6, 2026
Jan 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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