FTSE Bursa Malaysia EMAS Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
8.99%
decreased by 0.05%
1 Week
9.09%
increased by 0.05%
1 Month
9.50%
increased by 0.46%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1983 | 6.15 | |
| 0.0750 | 83.81 | |
| 0.9980 | 3,441.28 | |
| 5.0177 | 25.72 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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