Petronas Dagangan Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.12% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7067 | 5.56 | |
| 0.1656 | 8.38 | |
| 0.6902 | 20.07 | |
| -0.2045 | -2.67 | |
| 0.2361 | 1.94 | |
| 0.0052 | 0.05 | |
| -0.0885 | -1.12 | |
| 0.1158 | 1.90 | |
| -0.1665 | -2.42 | |
| 0.2876 | 4.01 | |
| -0.3828 | -5.92 | |
| 0.3943 | 5.62 |
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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