Petron Malaysia Refining GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.52% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1014 | 13.52 | |
| 0.0958 | 14.12 | |
| 0.8769 | 136.04 | |
| 0.0157 | 1.72 |
Estimation Period:
Jan 4, 1990 to Feb 16, 2026
Jan 4, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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