Thua Thien Hue Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.74% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1103 | 10.28 | |
| 0.1141 | 12.30 | |
| 0.8713 | 165.75 | |
| -0.0045 | -0.26 |
Estimation Period:
Feb 26, 2019 to Feb 13, 2026
Feb 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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