Bursa Malaysia Bhd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.94% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 27.52 | |
| 0.1730 | 40.91 | |
| 0.8150 | 288.71 | |
| 0.0438 | 1.16 |
Estimation Period:
Mar 17, 2005 to Feb 6, 2026
Mar 17, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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