Global X MSCI Vietnam ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.56% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 8.91 | |
| 0.2256 | 10.97 | |
| 0.8834 | 107.77 | |
| -0.1350 | -9.12 |
Estimation Period:
Dec 9, 2021 to Feb 6, 2026
Dec 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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