Skip to main content
V-Lab

Vinacomin Northern Coal TRA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.84% (+1.53%)
Analysis last updated: Tuesday, February 10, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vinacomin Northern Coal TRA SGARCH
paramt-stat
ω0.26632.00
α0.14684.46
β0.55825.43
γ1-7.4307-2.54
γ210.92232.18
γ3-3.5519-1.05
γ4-1.3538-0.76
γ52.07802.07
γ6-0.3814-0.44
γ7-1.5702-1.86
γ82.63743.06
γ9-3.1616-3.31
γ104.59402.54
Estimation Period:
Jan 16, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts