Truong Thanh Development And GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.70% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4329 | 13.75 | |
| 0.1695 | 12.89 | |
| 0.7158 | 65.29 | |
| 0.0321 | 1.26 |
Estimation Period:
Sep 18, 2020 to Feb 6, 2026
Sep 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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