FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.60% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 8.36 | |
| 0.2094 | 48.84 | |
| 0.9856 | 1,547.31 | |
| -0.0476 | -14.57 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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