Vietnam Ho Chi Minh Stock Index / VN-Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.00% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 14.22 | |
| 0.1398 | 34.00 | |
| 0.8286 | 193.78 | |
| 0.3399 | 9.49 |
Estimation Period:
Aug 12, 2010 to Dec 31, 2025
Aug 12, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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