Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.85% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 24.10 | |
| 0.1472 | 24.31 | |
| 0.8136 | 213.14 | |
| 0.0785 | 8.44 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices