Vietnam National Petroleum GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.61% (+12.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1496 | 13.51 | |
| 0.0673 | 11.06 | |
| 0.8748 | 154.37 | |
| 0.0448 | 3.83 |
Estimation Period:
Apr 21, 2017 to Feb 6, 2026
Apr 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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