Vietcap Securities JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.92% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5605 | 2.10 | |
| 0.1297 | 6.40 | |
| 0.7908 | 23.83 | |
| -1.4106 | -1.79 | |
| 2.2666 | 2.09 | |
| -1.2035 | -2.14 | |
| 0.1016 | 0.20 | |
| 0.4218 | 0.91 | |
| 0.2061 | 0.36 |
Estimation Period:
Jul 7, 2017 to Feb 6, 2026
Jul 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vietcap Securities JSC Analyses
Other Spline-GARCH Analyses on International Equities