Global X MSCI Vietnam ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.86% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3559 | 9.42 | |
| 0.0375 | 2.20 | |
| 0.6983 | 47.66 | |
| 0.2343 | 6.83 |
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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