Vietnam Electricity GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.79% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2054 | 9.44 | |
| 0.4466 | 8.67 | |
| 0.4743 | 15.47 | |
| -0.2505 | -3.29 |
Estimation Period:
Jul 15, 2024 to Feb 6, 2026
Jul 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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