This article uses the ARIMA model to forecast equity risk of listed telecommunications and technology companies in Vietnam, based on quarterly data of listed telecommunications technology companies in the period 2011 - 2023. The results show that the ARIMA Model (1,1,1) is the most suitable model and predicts the beta of the listed telecommunications industry. From there, the author makes comments on the beta forecast results of technology and telecommunications companies to help investors limit equity risk. |
