Vietnam Ho Chi Minh Stock Index / VN-Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.20% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7673 | 5.69 | |
| 0.1191 | 7.04 | |
| 0.8356 | 35.98 | |
| 0.2442 | 6.25 | |
| -0.3180 | -5.12 | |
| 0.1375 | 1.69 |
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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