Viet Phat Import E Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.42% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3677 | 3.35 | |
| 0.2766 | 5.61 | |
| 0.4028 | 3.47 | |
| 3.1728 | 1.89 | |
| -5.6138 | -2.19 | |
| 6.0213 | 3.46 | |
| -5.9753 | -2.99 | |
| 2.5990 | 1.03 | |
| 0.3826 | 0.24 | |
| -1.4643 | -1.58 | |
| 0.9015 | 0.79 | |
| 0.9273 | 0.85 | |
| -1.4587 | -1.90 |
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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