V-Lab: FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis

V-Lab

FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 3rd, 2025:10.19% (-0.48%)

Analysis last updated: Tuesday, September 2, 2025 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0086	21.75
$α$	0.0743	26.71
$β$	0.8904	429.32
$γ$	0.0669	11.19

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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