Fortune Vietnam Joint Stock Commercial Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.76% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3234 | 13.13 | |
| 0.1127 | 11.33 | |
| 0.8247 | 105.13 | |
| 0.0265 | 1.49 |
Estimation Period:
Oct 5, 2017 to Jan 30, 2026
Oct 5, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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