Vietcap Securities JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.63% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5744 | 2.08 | |
| 0.1288 | 6.42 | |
| 0.8006 | 26.90 | |
| -1.3942 | -1.76 | |
| 2.2277 | 2.04 | |
| -1.1375 | -1.97 | |
| -0.0281 | -0.05 | |
| 0.6884 | 1.58 | |
| -0.4268 | -1.54 |
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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