Vietcap Securities JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.50% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1140 | 14.26 | |
| 0.8509 | 163.48 | |
| 0.0302 | 2.54 | |
| 6.7205 | 0.68 | |
| 0.0000 | 0.00 | |
| 0.4896 | 0.62 |
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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