Vietnam BDC Construction EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.16% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4947 | 28.23 | |
| 0.2761 | 40.65 | |
| 0.8409 | 144.08 | |
| -0.0040 | -0.46 |
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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