Phu Nhuan Jewelry Jsc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.06% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2122 | 16.51 | |
| 0.1920 | 13.06 | |
| 0.8708 | 110.07 | |
| -0.0500 | -6.10 |
Estimation Period:
Mar 24, 2009 to Feb 6, 2026
Mar 24, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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