Petronas Chemicals Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.15% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 8.20 | |
| 0.0990 | 27.40 | |
| 0.8934 | 254.39 | |
| 0.2541 | 5.00 |
Estimation Period:
Nov 29, 2010 to Feb 6, 2026
Nov 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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