Vietnam Maritime Commercial JSB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.88% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0333 | 3.81 | |
| 0.4822 | 14.10 | |
| 0.2156 | 11.42 | |
| 1.3256 | 0.48 | |
| 0.5436 | 0.44 | |
| 0.0772 | 0.04 |
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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