Petronas Dagangan GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.29% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 22.46 | |
| 0.1475 | 37.99 | |
| 0.8108 | 171.30 |
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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