Vnsteel - Ho Chi Minh City MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.02% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1461 | 19.37 | |
| 0.6789 | 38.32 | |
| -0.0123 | -1.17 | |
| 1.6938 | 1.86 | |
| 0.6177 | 2.55 | |
| 0.0000 | 0.00 |
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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