Vietjet Aviation Jsc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.65% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 9.57 | |
| 0.0960 | 20.20 | |
| 0.8785 | 148.22 |
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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