Vietnam Ho Chi Minh Stock Index / VN-Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.12% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 13.59 | |
| 0.0798 | 9.27 | |
| 0.8580 | 187.62 | |
| 0.0711 | 4.87 |
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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