Vnsteel - Vicasa JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.97% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1421 | 3.32 | |
| 0.2076 | 5.45 | |
| 0.5684 | 7.76 | |
| -2.0141 | -0.53 | |
| 7.0236 | 1.34 | |
| -8.9064 | -1.93 | |
| 2.1155 | 0.41 | |
| 7.6634 | 2.07 | |
| -10.2958 | -3.23 | |
| 5.7456 | 1.50 | |
| -3.1663 | -0.55 |
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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