Malee Group PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.62% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2957 | 4.50 | |
| 0.1831 | 7.16 | |
| 0.7281 | 21.77 | |
| 0.2529 | 4.00 | |
| -0.4095 | -4.44 | |
| 0.2046 | 2.81 | |
| 0.0171 | 0.18 | |
| -0.2294 | -2.07 | |
| 0.3439 | 3.76 | |
| -0.3315 | -4.31 | |
| 0.3152 | 4.04 | |
| -0.2959 | -3.95 |
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 Spline-GARCH Analyses on International Equities