Malee Group PCL GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4618 | 18.90 | |
| 0.1295 | 31.24 | |
| 0.8474 | 184.05 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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