Vinacomin Northern Coal TRA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.71% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3492 | 2.30 | |
| 0.1519 | 4.93 | |
| 0.5886 | 6.91 | |
| -5.4795 | -2.56 | |
| 8.8511 | 2.28 | |
| -4.3932 | -1.45 | |
| 0.3309 | 0.18 | |
| 1.7090 | 1.71 | |
| -2.1324 | -3.22 | |
| 1.7198 | 2.62 | |
| -1.2746 | -1.57 | |
| 1.2665 | 1.90 |
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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