Bank for Foreign Trade of Vietnam JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.16% (+10.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0287 | 5.77 | |
| 0.1669 | 7.08 | |
| 0.7191 | 20.39 | |
| -0.0689 | -0.87 | |
| 0.0920 | 0.81 | |
| -0.0443 | -0.54 | |
| 0.1007 | 1.00 | |
| -0.2724 | -2.13 | |
| 0.5189 | 3.24 |
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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