FTSE Bursa Malaysia EMAS Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.06% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2217 | 6.26 | |
| 0.0746 | 84.15 | |
| 0.9980 | 3,655.85 | |
| 4.9817 | 26.60 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
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