FTSE Bursa Malaysia EMAS Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.37% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0433 | 11.68 | |
| 0.6898 | 64.21 | |
| 0.1838 | 24.69 | |
| 0.0034 | 3.02 | |
| 0.0612 | 6.17 | |
| 0.9357 | 89.67 |
Estimation Period:
Jan 1, 1996 to Dec 31, 2025
Jan 1, 1996 to Dec 31, 2025
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