Bank for Foreign Trade of Vietnam JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.49% (+11.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0868 | 6.17 | |
| 0.1682 | 6.69 | |
| 0.7283 | 22.14 | |
| -0.0273 | -0.49 | |
| 0.0204 | 0.25 | |
| 0.0509 | 0.83 | |
| -0.1188 | -1.81 | |
| 0.1208 | 2.44 |
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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