Saigon Thuong Tin Commercial JSB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.38% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1102 | 5.72 | |
| 0.1760 | 9.05 | |
| 0.7171 | 23.19 | |
| -0.1024 | -0.94 | |
| 0.1232 | 0.77 | |
| 0.1051 | 1.05 | |
| -0.2751 | -3.17 | |
| 0.2594 | 3.37 | |
| -0.2054 | -2.76 | |
| 0.1378 | 2.27 |
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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