Vietnam International Commer EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.80% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 9.04 | |
| 0.2308 | 12.80 | |
| 0.9649 | 205.92 | |
| -0.0124 | -1.21 |
Estimation Period:
Nov 10, 2020 to Feb 13, 2026
Nov 10, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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