V-Lab
V-Lab
FTSE Bursa Malaysia EMAS Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:8.73% (-0.24%)

Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE Bursa Malaysia EMAS Index AGARCH
paramt-stat
ω0.00316.10
α0.095242.99
β0.8992442.53
γ0.241322.85
Estimation Period:
Jan 1, 1996 to Apr 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts