Petrovietnam Transportation GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.55% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2014 | 19.24 | |
| 0.0935 | 34.00 | |
| 0.8785 | 270.56 |
Estimation Period:
Jan 28, 2008 to Feb 13, 2026
Jan 28, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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