Vietjet Aviation Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.79% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 10.97 | |
| 0.1177 | 12.18 | |
| 0.8815 | 158.31 | |
| -0.0447 | -3.34 |
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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