Phu Nhuan Jewelry Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.12% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1573 | 14.52 | |
| 0.1240 | 8.80 | |
| 0.5568 | 31.10 | |
| 0.1704 | 4.89 |
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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