Petronas Dagangan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.76% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 28.38 | |
| 0.2605 | 41.54 | |
| 0.9283 | 305.55 | |
| -0.0241 | -3.19 |
Estimation Period:
Jun 30, 1995 to Feb 13, 2026
Jun 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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