Tien Phong Securities Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.43% (+16.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7360 | 0.17 | |
| 0.1982 | 0.34 | |
| 0.8006 | 2.91 | |
| 8.4820 | 0.11 | |
| -0.4983 | -0.00 | |
| -29.9937 | -0.35 | |
| 27.9589 | 0.35 | |
| 28.3344 | 0.28 | |
| -129.7104 | -2.14 | |
| 258.0327 | 10.72 | |
| -301.9184 | -8.65 | |
| 202.7801 | 6.33 | |
| -80.1454 | -1.76 |
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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