FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.19% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 21.91 | |
| 0.0739 | 26.82 | |
| 0.8907 | 431.98 | |
| 0.0666 | 11.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices