FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.53%
decreased by 0.31%
1 Week
8.76%
decreased by 0.08%
1 Month
9.62%
increased by 0.78%
Analysis last updated: Friday, June 12, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 21.95 | |
| 0.0739 | 26.83 | |
| 0.8906 | 432.53 | |
| 0.0666 | 11.25 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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