Vnsteel - Vicasa JSC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.56% (-9.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9179 | 17.84 | |
| 0.3036 | 23.85 | |
| 0.5710 | 49.64 | |
| 0.4090 | 3.23 |
Estimation Period:
Mar 10, 2021 to Feb 6, 2026
Mar 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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