V-Lab
V-Lab
FTSE Bursa Malaysia EMAS Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:8.77% (-0.29%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE Bursa Malaysia EMAS Index AMEM
paramt-stat
ω0.012326.57
α0.165427.36
β0.7756196.35
γ0.07957.54
Estimation Period:
Jun 23, 2006 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts