Tien Phong Securities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.93% (+31.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8741 | 118,741,400.00 | |
| 0.3909 | 3,908,920.00 | |
| 0.5882 | 5,882,320.00 | |
| -1.5570 | -15,570,350.00 | |
| 0.3831 | 3,830,740.00 | |
| -28.8802 | -288,801,800.00 | |
| 56.7624 | 567,623,600.00 | |
| 101.1087 | 1,011,087,000.00 | |
| -663.2831 | -6,632,831,000.00 | |
| 1,412.2930 | 14,122,930,000.00 | |
| -1,522.9250 | -15,229,250,000.00 | |
| 870.1807 | 8,701,807,000.00 | |
| -267.1363 | -2,671,363,000.00 |
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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