FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7408 | 5.66 | |
| 0.0825 | 77.81 | |
| 0.9964 | 1,751.20 | |
| 5.5443 | 19.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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