V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:7.90% (-0.27%)

Analysis last updated: Tuesday, April 23, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM
paramt-stat
ω0.01442.31
α0.239320.34
β0.7564231.75
Estimation Period:
Oct 5, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts