Skip to main content
V-Lab

Viet Phat Import E Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.20% (-4.54%)
Analysis last updated: Tuesday, February 10, 2026 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Viet Phat Import E SGARCH
paramt-stat
ω1.40813.43
α0.27635.55
β0.40043.38
γ13.39412.05
γ2-5.9558-2.35
γ36.23283.60
γ4-6.1344-3.08
γ52.71851.07
γ60.28280.18
γ7-1.3482-1.45
γ80.70080.61
γ91.37201.12
γ10-2.6172-1.40
Estimation Period:
Jan 18, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts