Petron Malaysia Refining GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.39% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3248 | 4.58 | |
| 0.1166 | 34.75 | |
| 0.9656 | 130.81 | |
| 2.7366 | 32.11 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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