V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:8.82% (-0.07%)

Analysis last updated: Friday, April 26, 2024 at 10:02 AM UTC

Date Range:

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH-T
paramt-stat
ω1.84765.94
α0.081380.03
β0.99682034.21
ν521.05
Estimation Period:
Jan 2, 1990 to Apr 26, 2024