Vietnam International Commer GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.48% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1218 | 7.72 | |
| 0.1179 | 8.36 | |
| 0.8705 | 101.76 | |
| -0.0159 | -0.88 |
Estimation Period:
Nov 10, 2020 to Feb 6, 2026
Nov 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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