Tien Phong Securities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.84% (+11.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2482 | 4.03 | |
| 0.1134 | 14.47 | |
| 0.8582 | 117.84 | |
| 0.0310 | 1.80 |
Estimation Period:
Jul 12, 2010 to Feb 6, 2026
Jul 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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