Saigon Beer Alcohol Beverage EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.60% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1630 | 16.20 | |
| 0.2819 | 22.77 | |
| 0.8662 | 97.00 | |
| 0.0078 | 0.66 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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