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Petron Malaysia Refining Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.55% (-0.70%)
Analysis last updated: Thursday, February 12, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petron Malaysia Refining S0GARCH
paramt-stat
ω1.14825.25
α0.14948.27
β0.788135.51
γ1-0.0011-0.02
γ20.06290.75
γ3-0.1252-2.10
γ40.08081.45
γ5-0.0137-0.17
γ6-0.0447-0.53
γ70.17242.36
γ8-0.2888-3.68
γ90.21892.86
γ10-0.0566-1.17
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts