Petrol D.D. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.90% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1528 | 26.32 | |
| 0.1506 | 20.33 | |
| 0.7595 | 118.31 | |
| 0.0472 | 3.52 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities