Vingroup JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:90.22% (+7.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1108 | 6.08 | |
| 0.1901 | 8.70 | |
| 0.7055 | 21.84 | |
| -0.0535 | -0.39 | |
| 0.0004 | 0.00 | |
| 0.1082 | 0.71 | |
| 0.0273 | 0.18 | |
| -0.2601 | -1.40 | |
| 0.4057 | 2.13 | |
| -0.5284 | -3.06 | |
| 1.0497 | 5.00 |
Estimation Period:
Sep 19, 2007 to Feb 6, 2026
Sep 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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