FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.33% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0721 | 22.00 | |
| 0.7087 | 84.55 | |
| 0.1416 | 25.12 | |
| 0.0026 | 4.47 | |
| 0.0458 | 8.79 | |
| 0.9517 | 170.19 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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