Vietnam Ho Chi Minh Stock Index / VN-Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.37% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6720 | 5.63 | |
| 0.1205 | 6.95 | |
| 0.8325 | 34.20 | |
| 0.2263 | 5.88 | |
| -0.2762 | -4.56 | |
| 0.0546 | 1.37 |
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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