Viet First Securities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.32% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9727 | 8.68 | |
| 0.1181 | 5.26 | |
| 0.3866 | 6.96 | |
| 0.2502 | 3.51 |
Estimation Period:
Jul 24, 2023 to Feb 6, 2026
Jul 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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