FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.15% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0721 | 22.01 | |
| 0.7087 | 84.57 | |
| 0.1415 | 25.11 | |
| 0.0026 | 4.47 | |
| 0.0457 | 8.80 | |
| 0.9518 | 171.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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