Vietnam Fumigation JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.78% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0190 | 22.77 | |
| 0.1687 | 15.66 | |
| 0.6333 | 56.48 | |
| 0.0171 | 0.89 |
Estimation Period:
Dec 18, 2009 to Feb 6, 2026
Dec 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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