Saigon Thuong Tin Commercial JSB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.54% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0870 | 5.88 | |
| 0.1776 | 9.05 | |
| 0.7037 | 21.66 | |
| -0.1116 | -1.06 | |
| 0.1346 | 0.86 | |
| 0.1073 | 1.10 | |
| -0.2932 | -3.48 | |
| 0.3080 | 4.07 | |
| -0.3265 | -4.08 | |
| 0.4719 | 3.69 |
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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