Vietjet Aviation Jsc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.93% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 11.99 | |
| 0.2123 | 20.28 | |
| 0.9480 | 189.50 | |
| 0.0360 | 3.09 |
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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