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V-Lab

Petronas Dagangan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.28% (-2.32%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petronas Dagangan S0GARCH
paramt-stat
ω0.73075.54
α0.16798.43
β0.697020.80
γ1-0.1979-2.52
γ20.22941.84
γ30.00130.01
γ4-0.0780-0.98
γ50.10061.62
γ6-0.1456-2.05
γ70.25343.47
γ8-0.3122-5.09
γ90.19784.68
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts