Malee Group PCL EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.59% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1629 | 17.65 | |
| 0.2633 | 35.01 | |
| 0.9465 | 293.95 | |
| -0.0227 | -3.15 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Malee Group PCL Analyses
Other EGARCH Analyses on International Equities