Petrolimex Intl Trading GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.99% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4948 | 22.81 | |
| 0.1291 | 16.21 | |
| 0.8209 | 166.47 | |
| -0.0071 | -0.51 |
Estimation Period:
Jan 22, 2009 to Feb 6, 2026
Jan 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Petrolimex Intl Trading Analyses
Other GJR-GARCH Analyses on International Equities