V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:8.38% (-0.32%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GARCH
paramt-stat
ω0.007021.23
α0.101644.95
β0.8972453.36
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts