Petrovietnam Drilling GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.30% (+5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4736 | 20.09 | |
| 0.1097 | 17.82 | |
| 0.8032 | 136.62 | |
| 0.0439 | 4.25 |
Estimation Period:
Jan 28, 2008 to Feb 6, 2026
Jan 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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