Petrolimex Petrochemicals GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:85.83% (+13.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2842 | 17.40 | |
| 0.0934 | 16.78 | |
| 0.8640 | 190.69 | |
| 0.0133 | 1.22 |
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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