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V-Lab

Petron Malaysia Refining Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.94% (-0.68%)
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 SGARCH
paramt-stat
ω1.07125.00
α0.14908.28
β0.786634.77
γ1-0.0262-0.48
γ20.10411.24
γ3-0.1567-2.68
γ40.10771.93
γ5-0.0304-0.37
γ6-0.0391-0.47
γ70.17282.39
γ8-0.2884-3.70
γ90.21362.80
γ10-0.0397-0.49
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts