Petrol D.D. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.98% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2853 | 5.73 | |
| 0.1887 | 8.72 | |
| 0.6939 | 22.44 | |
| 0.0445 | 2.24 | |
| -0.0475 | -1.66 | |
| -0.0232 | -1.42 | |
| 0.0540 | 3.99 | |
| -0.0377 | -4.01 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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