FTSE Bursa Malaysia EMAS Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.62% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 8.04 | |
| 0.1818 | 42.86 | |
| 0.9885 | 1,422.27 | |
| -0.0560 | -17.01 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
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