Vnsteel - Vicasa JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.31% (+23.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8276 | 14.82 | |
| 0.2514 | 12.16 | |
| 0.6226 | 43.93 | |
| 0.0369 | 1.12 |
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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