Idj Vietnam Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.14% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6938 | 21.03 | |
| 0.1084 | 14.85 | |
| 0.8461 | 193.89 | |
| 0.0024 | 0.19 |
Estimation Period:
Sep 13, 2010 to Feb 6, 2026
Sep 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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