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Tien Phong Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.48% (-2.77%)
Analysis last updated: Tuesday, February 10, 2026 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tien Phong Commercial Joint Stock Bank SGARCH
paramt-stat
ω0.75912.37
α0.19344.77
β0.44244.64
γ1-4.6681-2.26
γ28.57392.96
γ3-5.9267-2.81
γ43.47431.66
γ5-3.3909-1.49
γ63.37421.47
γ7-2.8893-1.11
γ82.10240.82
γ90.64510.35
γ10-3.7821-1.91
Estimation Period:
Apr 19, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts