Petrovietnam Transportation MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.61% (+6.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0859 | 22.38 | |
| 0.7819 | 86.24 | |
| 0.0438 | 8.15 | |
| 0.0232 | 3.49 | |
| 0.0181 | 4.15 | |
| 0.9779 | 190.52 |
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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