Vietnam Dairy Product Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.05% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2912 | 3.96 | |
| 0.1274 | 30.39 | |
| 0.9748 | 145.68 | |
| 3.5146 | 18.60 |
Estimation Period:
Mar 19, 2007 to Feb 13, 2026
Mar 19, 2007 to Feb 13, 2026
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