Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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