VanEck Vectors Vietnam ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.26% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 17.76 | |
| 0.0772 | 12.61 | |
| 0.8459 | 175.91 | |
| 0.0675 | 5.48 |
Estimation Period:
Aug 14, 2009 to Feb 13, 2026
Aug 14, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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