V-Lab
V-Lab
FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:7.91% (-0.13%)

Analysis last updated: Friday, April 26, 2024 at 10:02 AM UTC

Date Range:

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to

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1Y ·

2Y ·

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graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH
paramt-stat
ω0.007520.26
α0.069527.42
β0.8986475.19
γ0.060710.53
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts