Bank for Foreign Trade of Vietnam JSC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.99% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 22.13 | |
| 0.2563 | 33.28 | |
| 0.9354 | 327.63 | |
| -0.0255 | -4.52 |
Estimation Period:
Jun 30, 2009 to Feb 6, 2026
Jun 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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