Phuoc Hoa Rubber Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.08% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 16.55 | |
| 0.0984 | 14.19 | |
| 0.8756 | 218.57 | |
| -0.0044 | -0.41 |
Estimation Period:
Aug 18, 2009 to Feb 13, 2026
Aug 18, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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