Vinacomin - Nui Beo Coal GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.35% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0522 | 3.28 | |
| 0.1216 | 55.55 | |
| 0.9871 | 246.84 | |
| 2.9729 | 42.21 |
Estimation Period:
Apr 16, 2009 to Jan 30, 2026
Apr 16, 2009 to Jan 30, 2026
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