Vietjet Aviation Jsc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.48% (-6.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.2376 | 7.82 | |
| 0.0826 | 70.86 | |
| 0.9981 | 4,664.02 | |
| 2.2845 | 307.67 |
Estimation Period:
Feb 28, 2017 to Feb 6, 2026
Feb 28, 2017 to Feb 6, 2026
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