Vietnam Container Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.78% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3586 | 7.07 | |
| 0.1046 | 9.20 | |
| 0.8574 | 71.47 | |
| -0.0446 | -3.25 |
Estimation Period:
Jan 16, 2009 to Feb 6, 2026
Jan 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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