Vietnam Dairy Product Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.87% (-5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5154 | 17.69 | |
| 0.1955 | 13.68 | |
| 0.6154 | 57.00 | |
| 0.1693 | 5.76 |
Estimation Period:
Mar 19, 2007 to Feb 6, 2026
Mar 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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