Petronas Gas GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.27% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1079 | 21.37 | |
| 0.1555 | 36.54 | |
| 0.7992 | 172.61 |
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Sep 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities