Fortune Vietnam Joint Stock Commercial Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.57% (+10.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1418 | 11.96 | |
| 0.1553 | 4.75 | |
| 0.2266 | 12.28 | |
| 0.8081 | 0.65 | |
| 0.2667 | 0.74 | |
| 0.5965 | 1.07 |
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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