Vnsteel - Ho Chi Minh City GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.75% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4384 | 11.86 | |
| 0.1749 | 14.12 | |
| 0.7675 | 101.06 | |
| -0.0552 | -2.57 |
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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