Vnsteel - Vicasa JSC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.84% (+21.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8193 | 14.23 | |
| 0.2635 | 19.50 | |
| 0.6289 | 44.28 |
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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