FTSE Bursa Malaysia EMAS Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.38% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 18.28 | |
| 0.1019 | 36.60 | |
| 0.8964 | 374.57 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices