Bank for Foreign Trade of Vietnam JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.42% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8312 | 4.84 | |
| 0.1222 | 23.87 | |
| 0.9702 | 151.76 | |
| 4.2794 | 10.11 |
Estimation Period:
Jun 30, 2009 to Feb 6, 2026
Jun 30, 2009 to Feb 6, 2026
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