Tien Phong Plastic Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.52% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0294 | 17.27 | |
| 0.2004 | 11.44 | |
| 0.6680 | 53.50 | |
| -0.0505 | -1.80 |
Estimation Period:
Nov 6, 2008 to Feb 6, 2026
Nov 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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