Vietnam Hanoi Stock Exchange Equity Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.06% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 23.19 | |
| 0.3344 | 46.64 | |
| 0.9643 | 731.61 | |
| -0.0480 | -9.43 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices