FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index AGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
9.81%
decreased by 0.44%
1 Week
10.02%
decreased by 0.23%
1 Month
10.81%
increased by 0.56%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0064 | 13.22 | |
| 0.1095 | 45.50 | |
| 0.8866 | 415.05 | |
| 0.1794 | 18.80 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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