Vietnam Prosperity JSC Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.99% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1433 | 4.29 | |
| 0.0806 | 27.54 | |
| 0.9835 | 267.11 | |
| 3.5622 | 14.97 |
Estimation Period:
Aug 17, 2017 to Feb 6, 2026
Aug 17, 2017 to Feb 6, 2026
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