Skip to main content
V-Lab

Petronas Gas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.90% (+1.65%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petronas Gas S0GARCH
paramt-stat
ω0.94473.40
α0.15208.85
β0.761828.57
γ1-0.0511-0.80
γ20.02610.29
γ30.03350.64
γ40.03330.71
γ5-0.0928-1.76
γ60.10841.89
γ7-0.1243-2.30
γ80.10282.56
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts