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Malee Group PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.32% (-0.77%)
Analysis last updated: Sunday, February 8, 2026 at 03:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malee Group PCL S0GARCH
paramt-stat
ω1.25334.38
α0.18397.14
β0.725721.43
γ10.23563.69
γ2-0.3842-4.15
γ30.19472.68
γ40.01620.17
γ5-0.2206-2.00
γ60.32963.61
γ7-0.3096-3.92
γ80.27543.26
γ9-0.2070-3.23
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts