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V-Lab

Petronas Dagangan Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.12% (-1.72%)
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 SGARCH
paramt-stat
ω0.70675.56
α0.16568.38
β0.690220.07
γ1-0.2045-2.67
γ20.23611.94
γ30.00520.05
γ4-0.0885-1.12
γ50.11581.90
γ6-0.1665-2.42
γ70.28764.01
γ8-0.3828-5.92
γ90.39435.62
Estimation Period:
Jun 30, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts