FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.64% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 8.30 | |
| 0.2092 | 48.83 | |
| 0.9857 | 1,547.35 | |
| -0.0476 | -14.59 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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