Vietnam Mechanization EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.70% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 17.56 | |
| 0.2836 | 55.85 | |
| 0.9840 | 944.35 | |
| -0.0070 | -1.23 |
Estimation Period:
Sep 25, 2009 to May 30, 2025
Sep 25, 2009 to May 30, 2025
News Impact Curve
Volatility Forecasts
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