Van Phu - Invest Investment JSC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.39% (+4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1111 | 9.10 | |
| 0.3083 | 22.55 | |
| 0.8423 | 46.54 | |
| -0.0380 | -3.67 |
Estimation Period:
Nov 28, 2017 to Feb 6, 2026
Nov 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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