VinaCapital Vietnam Opportunity Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.49% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 17.29 | |
| 0.0973 | 11.12 | |
| 0.7997 | 108.67 | |
| 0.1035 | 5.59 |
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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