Vietnam BDC Construction AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.82% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8040 | 23.97 | |
| 0.1733 | 45.38 | |
| 0.7368 | 118.16 | |
| -0.0659 | -0.91 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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