Petron Malaysia Refining Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.55% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1482 | 5.25 | |
| 0.1494 | 8.27 | |
| 0.7881 | 35.51 | |
| -0.0011 | -0.02 | |
| 0.0629 | 0.75 | |
| -0.1252 | -2.10 | |
| 0.0808 | 1.45 | |
| -0.0137 | -0.17 | |
| -0.0447 | -0.53 | |
| 0.1724 | 2.36 | |
| -0.2888 | -3.68 | |
| 0.2189 | 2.86 | |
| -0.0566 | -1.17 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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