Vnsteel - Vicasa JSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.70% (+19.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3090 | 15.74 | |
| 0.4099 | 27.00 | |
| 0.8461 | 92.85 | |
| 0.0037 | 0.26 |
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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