Petrovietnam Chemical GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.39% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4579 | 19.52 | |
| 0.1020 | 16.53 | |
| 0.8498 | 194.64 | |
| 0.0100 | 0.94 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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