Vinacomin - Nui Beo Coal AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.68% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3295 | 16.72 | |
| 0.1734 | 36.06 | |
| 0.7937 | 148.36 | |
| -0.3050 | -4.18 |
Estimation Period:
Apr 16, 2009 to Jan 30, 2026
Apr 16, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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