Vinacafe Bien HOA JSC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.26% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2143 | 14.28 | |
| 0.2886 | 32.58 | |
| 0.9062 | 143.04 | |
| 0.0613 | 5.12 |
Estimation Period:
Feb 7, 2011 to Feb 6, 2026
Feb 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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