Vietnam Hanoi Stock Exchange Equity Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.69% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.4575 | 5.39 | |
| 0.1403 | 86.19 | |
| 0.9990 | 5,313.83 | |
| 5.5676 | 25.96 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
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