Vietnam Ho Chi Minh Stock Index / VN-Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
15.31%
increased by 0.61%
1 Week
15.63%
increased by 0.93%
1 Month
16.83%
increased by 2.13%
Analysis last updated: Saturday, May 23, 2026 at 01:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0305 | 7.00 | |
| 0.1095 | 59.85 | |
| 0.9989 | 6,889.11 | |
| 4.8872 | 17.20 |
Estimation Period:
Aug 12, 2010 to Apr 29, 2026
Aug 12, 2010 to Apr 29, 2026
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