Vingroup JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.68% (+7.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2017 | 18.50 | |
| 0.1442 | 17.58 | |
| 0.8116 | 147.81 | |
| 0.0042 | 0.28 |
Estimation Period:
Sep 19, 2007 to Feb 6, 2026
Sep 19, 2007 to Feb 6, 2026
News Impact Curve
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