CVO Petrochemical Refinery PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:29.00% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 7.34 | |
| 0.0786 | 20.03 | |
| 0.9026 | 224.86 | |
| 0.0376 | 3.58 |
Estimation Period:
Oct 12, 2009 to Feb 5, 2026
Oct 12, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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