Vietnam Technological & Commercial Joint Stock Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.02% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1714 | 12.57 | |
| 0.0563 | 8.72 | |
| 0.8792 | 141.78 | |
| 0.0410 | 3.45 |
Estimation Period:
Jun 4, 2018 to Feb 6, 2026
Jun 4, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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