PVI Holdings/Vietnam GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.67% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1348 | 14.88 | |
| 0.1169 | 16.46 | |
| 0.8853 | 215.15 | |
| -0.0488 | -4.54 |
Estimation Period:
Aug 10, 2007 to Feb 6, 2026
Aug 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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