Fortune Vietnam Joint Stock Commercial Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.08% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2925 | 5.68 | |
| 0.1280 | 4.97 | |
| 0.7913 | 15.63 | |
| 0.2122 | 2.59 | |
| -0.3974 | -3.20 | |
| 0.3927 | 3.22 |
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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