Petrolia Se GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.59% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2410 | 18.78 | |
| 0.0642 | 18.28 | |
| 0.9269 | 457.96 | |
| 0.0110 | 1.66 |
Estimation Period:
Nov 11, 1999 to Feb 6, 2026
Nov 11, 1999 to Feb 6, 2026
News Impact Curve
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