Vietnam Ho Chi Minh Stock Index / VN-Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
14.23%
increased by 0.49%
1 Week
14.67%
increased by 0.93%
1 Month
16.05%
increased by 2.31%
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 | |
|---|---|---|
| 0.0466 | 13.97 | |
| 0.0768 | 9.43 | |
| 0.8576 | 186.67 | |
| 0.0790 | 5.67 |
Estimation Period:
Aug 12, 2010 to Apr 29, 2026
Aug 12, 2010 to Apr 29, 2026
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