FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.22% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 25.09 | |
| 0.1055 | 41.65 | |
| 0.8945 | 394.42 | |
| 0.1869 | 17.77 | |
| 1.7018 | 39.79 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices