Vinh Son-Song Hinh Hydro GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.73% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2370 | 18.52 | |
| 0.2207 | 20.78 | |
| 0.7346 | 90.29 | |
| -0.0067 | -0.36 |
Estimation Period:
Mar 19, 2007 to Feb 6, 2026
Mar 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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