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, June 5th, 2026
1 Day
42.58%
increased by 10.47%
1 Week
42.88%
increased by 10.77%
1 Month
44.06%
increased by 11.95%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM 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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