Petronas Dagangan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:165.85% (-19.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 85.9264 | 2.09 | |
| 0.1068 | 57.78 | |
| 0.9837 | 124.69 | |
| 2.0267 | 929.66 |
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Jun 30, 1995 to Feb 6, 2026
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