Tien Phong Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.48% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7591 | 2.37 | |
| 0.1934 | 4.77 | |
| 0.4424 | 4.64 | |
| -4.6681 | -2.26 | |
| 8.5739 | 2.96 | |
| -5.9267 | -2.81 | |
| 3.4743 | 1.66 | |
| -3.3909 | -1.49 | |
| 3.3742 | 1.47 | |
| -2.8893 | -1.11 | |
| 2.1024 | 0.82 | |
| 0.6451 | 0.35 | |
| -3.7821 | -1.91 |
Estimation Period:
Apr 19, 2018 to Feb 6, 2026
Apr 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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