Vietjet Aviation Jsc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.68% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1532 | 18.41 | |
| 0.1319 | 32.19 | |
| 0.8275 | 218.81 | |
| -0.2158 | -1.77 |
Estimation Period:
Feb 28, 2017 to Feb 6, 2026
Feb 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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