Malee Group PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.46% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.8728 | 3.42 | |
| 0.1063 | 44.04 | |
| 0.9817 | 184.85 | |
| 2.7421 | 40.53 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
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