Vietnam Prosperity JSC Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.55% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 13.87 | |
| 0.0689 | 10.38 | |
| 0.9005 | 227.05 | |
| 0.0229 | 2.02 |
Estimation Period:
Aug 17, 2017 to Feb 6, 2026
Aug 17, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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