Petronas Gas GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.71% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 20.51 | |
| 0.1258 | 17.56 | |
| 0.8053 | 176.64 | |
| 0.0528 | 4.00 |
Estimation Period:
Sep 20, 1995 to Feb 16, 2026
Sep 20, 1995 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities