Van Phu - Invest Investment JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.15% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2245 | 9.22 | |
| 0.1612 | 9.42 | |
| 0.7016 | 44.78 | |
| 0.0413 | 1.08 |
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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