FTSE Bursa Malaysia EMAS Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
8.91%
decreased by 0.38%
1 Week
9.09%
decreased by 0.20%
1 Month
9.76%
increased by 0.47%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 19.07 | |
| 0.0612 | 24.27 | |
| 0.8968 | 406.88 | |
| 0.0772 | 12.24 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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