FTSE Bursa Malaysia EMAS Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 5th, 2026
1 Day
0.81%
decreased by 7.46%
1 Week
0.93%
decreased by 7.34%
1 Month
1.29%
decreased by 6.98%
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 | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.4720 | 38.48 | |
| 0.1543 | 30.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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