V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:8.74% (+0.25%)
Analysis last updated: Tuesday, April 30, 2024 at 10:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 8.76 | |
| 0.2017 | 48.76 | |
| 0.9867 | 1628.16 | |
| -0.0456 | -13.94 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024