Vietnam Hanoi Stock Exchange Equity Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.82% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1342 | 30.02 | |
| 0.7437 | 126.64 | |
| 0.1234 | 19.11 | |
| 0.0074 | 11.55 | |
| 0.0228 | 10.84 | |
| 0.9746 | 431.06 |
Estimation Period:
Jul 13, 2005 to Dec 31, 2025
Jul 13, 2005 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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