VinaCapital Vietnam Opportunity Fund Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.08% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 11.15 | |
| 0.3067 | 27.52 | |
| 0.9228 | 166.51 | |
| -0.0594 | -6.64 |
Estimation Period:
Mar 30, 2016 to Feb 13, 2026
Mar 30, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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