Petron Malaysia Refining Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.94% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0712 | 5.00 | |
| 0.1490 | 8.28 | |
| 0.7866 | 34.77 | |
| -0.0262 | -0.48 | |
| 0.1041 | 1.24 | |
| -0.1567 | -2.68 | |
| 0.1077 | 1.93 | |
| -0.0304 | -0.37 | |
| -0.0391 | -0.47 | |
| 0.1728 | 2.39 | |
| -0.2884 | -3.70 | |
| 0.2136 | 2.80 | |
| -0.0397 | -0.49 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Petron Malaysia Refining Analyses
Other Spline-GARCH Analyses on International Equities