Vnsteel - Vicasa JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.96% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1363 | 3.29 | |
| 0.2065 | 5.37 | |
| 0.5720 | 7.65 | |
| -2.0478 | -0.54 | |
| 7.0582 | 1.34 | |
| -8.9245 | -1.94 | |
| 2.1980 | 0.43 | |
| 7.4427 | 2.02 | |
| -9.7616 | -3.21 | |
| 4.4637 | 1.50 | |
| 0.0681 | 0.03 |
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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