Gas Petrolimex Jsc Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.24% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 9.00 | |
| 0.0817 | 9.67 | |
| 0.9275 | 291.12 | |
| -0.0347 | -3.26 |
Estimation Period:
Jan 22, 2009 to Feb 13, 2026
Jan 22, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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