Petrolimex Petrochemicals EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.33% (+13.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1316 | 22.24 | |
| 0.2103 | 31.10 | |
| 0.9425 | 339.28 | |
| -0.0193 | -3.36 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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