Vietnam BDC Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.99% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6130 | 20.97 | |
| 0.1654 | 15.90 | |
| 0.7566 | 113.35 | |
| -0.0044 | -0.24 |
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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