FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.64% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0722 | 22.01 | |
| 0.7087 | 84.50 | |
| 0.1415 | 25.09 | |
| 0.0026 | 4.48 | |
| 0.0459 | 8.78 | |
| 0.9517 | 170.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices