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V-Lab

Petron Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.37% (-1.28%)
Analysis last updated: Sunday, February 8, 2026 at 02:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petron Corp SGARCH
paramt-stat
ω1.19436.27
α0.18716.51
β0.707419.19
γ10.01690.30
γ2-0.0775-0.95
γ30.10341.94
γ4-0.0386-0.69
γ5-0.0668-0.91
γ60.14931.33
γ7-0.1703-1.32
γ80.18601.92
γ9-0.2372-3.22
γ100.35113.44
Estimation Period:
Sep 28, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts