Petrovietnam Camau Fertilize GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.64% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 11.55 | |
| 0.0985 | 10.17 | |
| 0.8961 | 205.40 | |
| -0.0179 | -1.26 |
Estimation Period:
Mar 31, 2015 to Feb 6, 2026
Mar 31, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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