FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
8.79%
increased by 0.30%
1 Week
9.02%
increased by 0.53%
1 Month
9.85%
increased by 1.36%
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 | |
|---|---|---|
| 0.0086 | 21.99 | |
| 0.0740 | 26.82 | |
| 0.8904 | 432.02 | |
| 0.0669 | 11.27 |
Estimation Period:
Jan 2, 1990 to May 26, 2026
Jan 2, 1990 to May 26, 2026
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