Abstract
This article examines how international political events have affected the volatility of Vietnam's stock market from 2010 to 2023. Through a statistical comparison of the VN-Index's volatility rate over time after political events, the research results have revealed three main trends. First, the VN-Index to fluctuate more strongly in the short term as it moves further away from the time of the event. Second, the volatility index changes depends on the dependent relationship of the place where the event occurs with the Vietnamese market. Finally, as Vietnam's stock market matures and moves further away from its establishment in the 2000s, the volatility of the VN-Index has decreased Keywords: International Political Events, Stock Market, Stock Market, Market Volatility.
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