Vnsteel - Ho Chi Minh City EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.93% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1617 | 7.63 | |
| 0.2204 | 28.48 | |
| 0.9090 | 100.00 | |
| 0.0382 | 1.85 |
Estimation Period:
Jan 22, 2009 to Feb 6, 2026
Jan 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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