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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

Date Range:

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graph of Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time