Bank for Foreign Trade of Vietnam JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.25% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2227 | 22.74 | |
| 0.1237 | 15.29 | |
| 0.7987 | 155.90 | |
| 0.0484 | 3.57 |
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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