Vietnam Hanoi Stock Exchange Equity Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.90% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 27.24 | |
| 0.2173 | 51.35 | |
| 0.7803 | 248.89 | |
| 0.2220 | 11.70 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices