Fortune Vietnam Joint Stock Commercial Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.82% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2124 | 11.03 | |
| 0.1352 | 22.97 | |
| 0.8376 | 116.20 | |
| 0.0517 | 2.48 | |
| 1.5521 | 16.14 |
Estimation Period:
Oct 5, 2017 to Feb 13, 2026
Oct 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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