Petronas Chemicals Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.20% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 17.64 | |
| 0.2192 | 34.80 | |
| 0.9722 | 545.58 | |
| -0.0412 | -6.39 |
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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