Tien Phong Commercial Joint Stock Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.73% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8342 | 3.74 | |
| 0.0931 | 48.85 | |
| 0.9826 | 222.47 | |
| 2.4986 | 58.54 |
Estimation Period:
Apr 19, 2018 to Feb 6, 2026
Apr 19, 2018 to Feb 6, 2026
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