Vietnam BDC Construction GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.08% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6102 | 21.09 | |
| 0.1631 | 40.83 | |
| 0.7568 | 113.61 |
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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