Vietnam Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.23% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 9.51 | |
| 0.0940 | 16.19 | |
| 0.8691 | 103.55 | |
| 0.0513 | 3.49 |
Estimation Period:
Jun 14, 2006 to Feb 6, 2026
Jun 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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