Covid-19 pandemic and stock returns volatility: Evidence from Vietnam’s stock marke

The Covid-19 global pandemic has caused trouble for labour and financial markets worldwide, health crises resulted. This makes policy makers get confused. study is carried out with the aim of investigating impacts on both mean conditional volatility Vietnamese stock market returns, using a simple Generalized Autoregressive Conditionally Heteroskedastic (GARCH) model, spanning period 01 January 2020 to 30 July 2021. confirmed case deaths growth rate are used as two proxies pandemic. empirical evidence reveals that higher cases lead decrease in returns. It also noted returns affected positively significantly by rate. may prove informative investors.