Saigon Beer Alcohol Beverage GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.25% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4565 | 15.98 | |
| 0.1709 | 11.48 | |
| 0.6725 | 48.00 | |
| -0.0027 | -0.11 |
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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