FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.38% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 21.91 | |
| 0.0739 | 26.82 | |
| 0.8907 | 432.19 | |
| 0.0666 | 11.22 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices