FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
9.01%
increased by 0.33%
1 Week
9.15%
increased by 0.47%
1 Month
9.67%
increased by 0.99%
Analysis last updated: Wednesday, May 27, 2026 at 09:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7089 | 5.61 | |
| 0.0825 | 77.37 | |
| 0.9964 | 1,703.19 | |
| 5.5707 | 19.18 |
Estimation Period:
Jan 2, 1990 to May 26, 2026
Jan 2, 1990 to May 26, 2026
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