FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.88% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7293 | 5.64 | |
| 0.0824 | 77.69 | |
| 0.9964 | 1,735.91 | |
| 5.5472 | 19.46 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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