Saigon Beer Alcohol Beverage AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.07% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6598 | 20.96 | |
| 0.2251 | 27.95 | |
| 0.5495 | 40.31 | |
| -0.1959 | -3.56 |
Estimation Period:
Dec 6, 2016 to Feb 13, 2026
Dec 6, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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