Saigon Thuong Tin Commercial JSB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.01% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1630 | 32.59 | |
| 0.7145 | 87.19 | |
| 0.0337 | 4.84 | |
| 0.0516 | 4.42 | |
| 0.0245 | 4.89 | |
| 0.9661 | 140.26 |
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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