Viet Phat Import E GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.95% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6741 | 20.33 | |
| 0.1430 | 13.71 | |
| 0.5057 | 34.35 | |
| 0.2229 | 6.89 |
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Jan 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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