Thanh Cong Securities JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.16% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8679 | 2.16 | |
| 0.1727 | 2.51 | |
| 0.2830 | 0.76 | |
| 44.0635 | 2.53 | |
| -40.0512 | -1.48 | |
| -30.8860 | -1.48 | |
| 66.6648 | 4.18 | |
| -84.5824 | -5.40 | |
| 84.4920 | 4.24 |
Estimation Period:
Jul 15, 2024 to Feb 6, 2026
Jul 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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