Hoa Phat Group Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.86% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9560 | 8.77 | |
| 0.1613 | 5.73 | |
| 0.7156 | 32.90 | |
| -0.0373 | -0.94 |
Estimation Period:
Jan 28, 2008 to Feb 6, 2026
Jan 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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