Petronas Dagangan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.28% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7307 | 5.54 | |
| 0.1679 | 8.43 | |
| 0.6970 | 20.80 | |
| -0.1979 | -2.52 | |
| 0.2294 | 1.84 | |
| 0.0013 | 0.01 | |
| -0.0780 | -0.98 | |
| 0.1006 | 1.62 | |
| -0.1456 | -2.05 | |
| 0.2534 | 3.47 | |
| -0.3122 | -5.09 | |
| 0.1978 | 4.68 |
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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