FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.30% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 21.91 | |
| 0.0740 | 26.83 | |
| 0.8907 | 431.96 | |
| 0.0666 | 11.21 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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