Thu Dau Mot Water Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.66% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2400 | 10.97 | |
| 0.0598 | 8.47 | |
| 0.8226 | 83.46 | |
| 0.0798 | 4.16 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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