Petrol D.D. EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.10% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 27.40 | |
| 0.3248 | 43.00 | |
| 0.9099 | 242.89 | |
| -0.0196 | -2.82 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
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