Vietcap Securities JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.93% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2357 | 12.82 | |
| 0.1007 | 7.48 | |
| 0.8629 | 195.58 | |
| 0.0329 | 1.48 |
Estimation Period:
Jul 7, 2017 to Feb 6, 2026
Jul 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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