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V-Lab

Petronas Chemicals Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.21% (+1.06%)
Analysis last updated: Sunday, February 8, 2026 at 02:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petronas Chemicals Group SGARCH
paramt-stat
ω0.95473.71
α0.13386.42
β0.786622.90
γ1-0.2608-0.73
γ20.75621.31
γ3-0.9047-2.02
γ40.50501.48
γ50.30831.00
γ6-1.0055-2.82
γ70.88492.89
γ8-0.1331-0.44
γ9-0.2019-0.41
Estimation Period:
Nov 29, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts