Petrol D.D. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.46% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1712 | 24.57 | |
| 0.6230 | 71.65 | |
| 0.0395 | 4.33 | |
| 0.5489 | 0.50 | |
| 0.7214 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities