Saigon Thuong Tin Commercial JSB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.90% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3142 | 24.02 | |
| 0.1594 | 41.93 | |
| 0.7863 | 156.70 |
Estimation Period:
Jan 1, 2007 to Feb 6, 2026
Jan 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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