Petronas Gas AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.26% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 20.45 | |
| 0.1539 | 36.37 | |
| 0.8009 | 173.77 | |
| 0.0801 | 2.46 |
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Sep 20, 1995 to Feb 6, 2026
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