Vietnam Ho Chi Minh Stock Index / VN-Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
14.88%
increased by 0.20%
1 Week
15.47%
increased by 0.79%
1 Month
17.13%
increased by 2.45%
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 | |
|---|---|---|
| 2.5308 | 5.58 | |
| 0.1187 | 6.79 | |
| 0.8387 | 35.34 | |
| 0.2066 | 5.60 | |
| -0.2514 | -4.31 | |
| 0.0476 | 1.23 |
Estimation Period:
Aug 12, 2010 to Apr 29, 2026
Aug 12, 2010 to Apr 29, 2026
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