Vinh Son-Song Hinh Hydro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.87% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7078 | 7.83 | |
| 0.2298 | 7.37 | |
| 0.6532 | 13.37 | |
| 0.0837 | 1.05 | |
| -0.1247 | -0.92 | |
| 0.0236 | 0.23 | |
| 0.1200 | 1.56 | |
| -0.2220 | -3.27 | |
| 0.1774 | 3.41 |
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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