V-Lab: FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis

V-Lab

FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 3rd, 2025:10.50% (-0.91%)

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
$m$	21
$α$	0.0711	21.72
$β$	0.7130	86.13
$γ$	0.1413	25.05
$λ_{1}$	0.0025	4.52
$λ_{2}$	0.0448	8.90
$λ_{3}$	0.9528	176.47

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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