Petronas Dagangan AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.33% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1436 | 22.68 | |
| 0.1459 | 38.16 | |
| 0.8117 | 171.53 | |
| 0.1797 | 4.25 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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