Vietnam Ho Chi Minh Stock Index / VN-Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.28% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 10.35 | |
| 0.1181 | 30.22 | |
| 0.8603 | 187.27 |
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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