FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.41% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 22.05 | |
| 0.1085 | 44.21 | |
| 0.8899 | 416.25 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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