VinaCapital Vietnam Opportunity Fund Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.02% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 16.32 | |
| 0.1524 | 20.45 | |
| 0.7954 | 101.91 | |
| 0.1818 | 6.47 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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