Fortune Vietnam Joint Stock Commercial Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.61% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 15.03 | |
| 0.2485 | 27.67 | |
| 0.9379 | 199.09 | |
| -0.0178 | -1.98 |
Estimation Period:
Oct 5, 2017 to Feb 6, 2026
Oct 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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