Gas Petrolimex Jsc Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.51% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 15.53 | |
| 0.1585 | 24.70 | |
| 0.9718 | 575.74 | |
| 0.0235 | 3.85 |
Estimation Period:
Jan 22, 2009 to Feb 6, 2026
Jan 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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