Petronas Chemicals Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.60% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 12.84 | |
| 0.0737 | 14.72 | |
| 0.8902 | 253.41 | |
| 0.0548 | 4.82 |
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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