Vietnam Maritime Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2719 | 10.22 | |
| 0.1018 | 9.73 | |
| 0.8058 | 57.13 | |
| 0.0671 | 2.17 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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