Petkim Petrokimya Holding AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.24% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2015 | 2.44 | |
| 0.0874 | 6.64 | |
| 0.8634 | 33.62 | |
| -0.7502 | -9.00 | |
| 0.9885 | 5.35 | |
| -0.3760 | -2.37 | |
| 0.2464 | 2.58 | |
| -0.1840 | -2.26 | |
| 0.1350 | 1.89 | |
| -0.0755 | -1.25 | |
| 0.0441 | 0.66 | |
| -0.0349 | -0.47 | |
| -0.1293 | -1.26 |
Estimation Period:
Sep 28, 1993 to Feb 6, 2026
Sep 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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