CVO Petrochemical Refinery PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.77% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6681 | 3.96 | |
| 0.1637 | 8.49 | |
| 0.8124 | 47.50 | |
| -0.2373 | -0.71 | |
| 0.2901 | 0.45 | |
| -0.0454 | -0.08 | |
| 0.0397 | 0.09 | |
| 0.1136 | 0.28 | |
| -1.1257 | -2.32 | |
| 2.3737 | 3.25 | |
| -1.9977 | -1.60 | |
| 0.7142 | 0.47 | |
| -0.3896 | -0.25 |
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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