Vinacomin Northern Coal TRA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.84% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2663 | 2.00 | |
| 0.1468 | 4.46 | |
| 0.5582 | 5.43 | |
| -7.4307 | -2.54 | |
| 10.9223 | 2.18 | |
| -3.5519 | -1.05 | |
| -1.3538 | -0.76 | |
| 2.0780 | 2.07 | |
| -0.3814 | -0.44 | |
| -1.5702 | -1.86 | |
| 2.6374 | 3.06 | |
| -3.1616 | -3.31 | |
| 4.5940 | 2.54 |
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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