FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.12% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 13.20 | |
| 0.1095 | 45.38 | |
| 0.8867 | 414.75 | |
| 0.1788 | 18.63 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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