V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:8.70% (-0.27%)

Analysis last updated: Thursday, May 2, 2024 at 10:03 AM UTC

Date Range:

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH-T
paramt-stat
ω1.84885.94
α0.081379.96
β0.99682038.37
ν521.02
Estimation Period:
Jan 2, 1990 to Apr 30, 2024