V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:7.97% (+0.10%)

Analysis last updated: Tuesday, April 30, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH
paramt-stat
ω0.007520.26
α0.069527.43
β0.8986475.20
γ0.060710.54
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts