Petron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.34% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2946 | 20.22 | |
| 0.1805 | 24.91 | |
| 0.7783 | 144.71 | |
| 0.0309 | 2.28 |
Estimation Period:
Sep 28, 1994 to Feb 6, 2026
Sep 28, 1994 to Feb 6, 2026
News Impact Curve
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