Vietnam Prosperity JSC Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.03% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1136 | 3.99 | |
| 0.0796 | 5.80 | |
| 0.9005 | 56.66 | |
| -0.0019 | -0.07 |
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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