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V-Lab

Malee Group PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.62% (-0.87%)
Analysis last updated: Sunday, February 8, 2026 at 03:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malee Group PCL SGARCH
paramt-stat
ω1.29574.50
α0.18317.16
β0.728121.77
γ10.25294.00
γ2-0.4095-4.44
γ30.20462.81
γ40.01710.18
γ5-0.2294-2.07
γ60.34393.76
γ7-0.3315-4.31
γ80.31524.04
γ9-0.2959-3.95
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts