Petronas Gas EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.71% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 26.49 | |
| 0.2585 | 32.34 | |
| 0.9375 | 311.99 | |
| -0.0189 | -2.69 |
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Sep 20, 1995 to Feb 6, 2026
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