Bank for Foreign Trade of Vietnam JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.65% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1294 | 18.69 | |
| 0.6123 | 22.63 | |
| 0.0802 | 6.08 | |
| 0.1417 | 1.49 | |
| 0.0976 | 1.56 | |
| 0.8652 | 10.29 |
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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