FTSE Bursa Malaysia EMAS Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.47% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 18.66 | |
| 0.0607 | 24.15 | |
| 0.8978 | 408.63 | |
| 0.0769 | 12.23 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
News Impact Curve
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