Petrel Resources PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.58% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0855 | 12.11 | |
| 0.0582 | 12.02 | |
| 0.9206 | 181.32 | |
| -0.0215 | -3.03 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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