FTSE Bursa Malaysia EMAS Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.75% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 7.28 | |
| 0.1026 | 40.19 | |
| 0.8911 | 391.87 | |
| 0.2439 | 25.00 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
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