Vietnam Hanoi Stock Exchange Equity Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.13% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 24.20 | |
| 0.1475 | 24.46 | |
| 0.8135 | 213.79 | |
| 0.0781 | 8.42 |
Estimation Period:
Jul 13, 2005 to Feb 13, 2026
Jul 13, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices