Petronas Dagangan MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.43% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1325 | 21.95 | |
| 0.6971 | 70.31 | |
| 0.0651 | 6.32 | |
| 0.0135 | 2.88 | |
| 0.0186 | 3.44 | |
| 0.9768 | 141.75 |
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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