Skip to main content
V-Lab

Vinacomin Northern Coal TRA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.71% (-0.37%)
Analysis last updated: Sunday, February 8, 2026 at 04:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vinacomin Northern Coal TRA S0GARCH
paramt-stat
ω0.34922.30
α0.15194.93
β0.58866.91
γ1-5.4795-2.56
γ28.85112.28
γ3-4.3932-1.45
γ40.33090.18
γ51.70901.71
γ6-2.1324-3.22
γ71.71982.62
γ8-1.2746-1.57
γ91.26651.90
Estimation Period:
Jan 16, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts