FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 28th, 2026
1 Day
9.64%
increased by 0.46%
1 Week
9.89%
increased by 0.71%
1 Month
10.26%
increased by 1.08%
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 | |
|---|---|---|
| 21 | ||
| 0.0708 | 21.93 | |
| 0.7149 | 87.35 | |
| 0.1405 | 25.25 | |
| 0.0025 | 4.60 | |
| 0.0446 | 8.96 | |
| 0.9529 | 178.35 |
Estimation Period:
Jan 2, 1990 to May 26, 2026
Jan 2, 1990 to May 26, 2026
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