Vinacomin Northern Coal TRA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.18% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3923 | 10.85 | |
| 0.1296 | 11.39 | |
| 0.8394 | 116.45 | |
| -0.0019 | -0.09 |
Estimation Period:
Jan 16, 2017 to Feb 6, 2026
Jan 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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