Tu Liem Urban Dvlmt Jsc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.29% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1104 | 19.54 | |
| 0.1608 | 31.08 | |
| 0.9438 | 317.35 | |
| -0.0068 | -1.39 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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