Petrovietnam Transportation EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.97% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 17.94 | |
| 0.1845 | 32.46 | |
| 0.9523 | 380.46 | |
| -0.0215 | -4.11 |
Estimation Period:
Jan 28, 2008 to Feb 6, 2026
Jan 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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