Fortune Vietnam Joint Stock Commercial Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.26% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9973 | 3.44 | |
| 0.1173 | 15.32 | |
| 0.9572 | 78.20 | |
| 3.3784 | 8.99 |
Estimation Period:
Oct 5, 2017 to Feb 6, 2026
Oct 5, 2017 to Feb 6, 2026
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