Vinacafe Bien HOA JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.18% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4277 | 14.43 | |
| 0.2116 | 12.60 | |
| 0.7939 | 120.04 | |
| -0.1043 | -4.28 |
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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