Vinh Son-Song Hinh Hydro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.27% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.8288 | 3.11 | |
| 0.1797 | 98.50 | |
| 0.9884 | 266.05 | |
| 2.5837 | 110.26 |
Estimation Period:
Mar 19, 2007 to Feb 6, 2026
Mar 19, 2007 to Feb 6, 2026
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