Vietcap Securities JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.78% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7911 | 3.30 | |
| 0.1096 | 23.88 | |
| 0.9792 | 149.41 | |
| 3.7018 | 12.96 |
Estimation Period:
Jul 7, 2017 to Feb 6, 2026
Jul 7, 2017 to Feb 6, 2026
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