Vietnam Ho Chi Minh Stock Index / VN-Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.73% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.1101 | 6.94 | |
| 0.1116 | 58.86 | |
| 0.9989 | 6,704.03 | |
| 4.9027 | 16.77 |
Estimation Period:
Aug 12, 2010 to Dec 31, 2025
Aug 12, 2010 to Dec 31, 2025
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