Van Phu - Invest Investment JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.47% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6285 | 3.04 | |
| 0.1766 | 4.42 | |
| 0.5197 | 5.56 | |
| 1.7564 | 0.85 | |
| -2.7094 | -0.91 | |
| 3.7614 | 1.85 | |
| -5.0064 | -1.95 | |
| 2.9253 | 1.24 | |
| -1.9613 | -1.31 | |
| 2.3838 | 1.87 | |
| -1.7461 | -1.27 | |
| 2.1799 | 1.79 | |
| -4.0082 | -2.72 |
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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