Petrovietnam Chemical EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.32% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1394 | 23.92 | |
| 0.1986 | 33.41 | |
| 0.9447 | 391.00 | |
| -0.0037 | -0.66 |
Estimation Period:
Dec 23, 2008 to Feb 13, 2026
Dec 23, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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