Saigon Thuong Tin Commercial JSB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.06% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3270 | 24.17 | |
| 0.1551 | 25.20 | |
| 0.7804 | 152.18 | |
| 0.0169 | 1.47 |
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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