Petronas Gas Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.01% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9019 | 3.39 | |
| 0.1505 | 8.91 | |
| 0.7568 | 27.21 | |
| -0.0642 | -1.01 | |
| 0.0452 | 0.51 | |
| 0.0238 | 0.46 | |
| 0.0409 | 0.90 | |
| -0.1031 | -2.03 | |
| 0.1303 | 2.30 | |
| -0.1789 | -3.02 | |
| 0.2578 | 3.44 |
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Sep 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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