Petrovietnam Securities Jsc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.95% (-3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6135 | 25.94 | |
| 0.3027 | 36.24 | |
| 0.7651 | 81.64 | |
| -0.0140 | -1.52 |
Estimation Period:
Jul 21, 2010 to Feb 6, 2026
Jul 21, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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