Vietnam Ho Chi Minh Stock Index / VN-Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.90% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 13.80 | |
| 0.2318 | 33.12 | |
| 0.9676 | 379.01 | |
| -0.0620 | -7.52 |
Estimation Period:
Aug 12, 2010 to Dec 31, 2025
Aug 12, 2010 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Vietnam Ho Chi Minh Stock Index / VN-Index Analyses
Other EGARCH Analyses on Equity Indices