Phuc Hung Inv Const Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.32% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3041 | 7.51 | |
| 0.1161 | 6.70 | |
| 0.7209 | 14.87 | |
| 0.0464 | 0.36 | |
| -0.1969 | -1.02 | |
| 0.2760 | 1.70 | |
| -0.4134 | -2.21 | |
| 0.8550 | 4.43 | |
| -0.9969 | -5.29 | |
| 0.4878 | 2.33 | |
| -0.0355 | -0.09 |
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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