Vietnam BDC Construction Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.66% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7297 | 8.09 | |
| 0.1673 | 10.10 | |
| 0.7453 | 26.30 | |
| -0.0219 | -3.48 | |
| 0.0272 | 3.49 |
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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