Petronas Dagangan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.26% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1428 | 23.16 | |
| 0.1171 | 18.84 | |
| 0.8142 | 175.75 | |
| 0.0601 | 4.43 |
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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