Phuc Hung Inv Const Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.04% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2778 | 7.37 | |
| 0.1157 | 6.66 | |
| 0.7203 | 14.72 | |
| 0.0208 | 0.16 | |
| -0.1591 | -0.82 | |
| 0.2554 | 1.58 | |
| -0.3981 | -2.14 | |
| 0.8403 | 4.40 | |
| -0.9760 | -5.40 | |
| 0.4486 | 2.72 | |
| 0.0559 | 0.45 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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