Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
14.81%
increased by 0.90%
1 Week
15.65%
increased by 1.74%
1 Month
18.63%
increased by 4.72%
Analysis last updated: Saturday, May 23, 2026 at 01:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 24.93 | |
| 0.1471 | 24.36 | |
| 0.8100 | 210.72 | |
| 0.0857 | 9.20 |
Estimation Period:
Jul 13, 2005 to Apr 29, 2026
Jul 13, 2005 to Apr 29, 2026
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