FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
10.51%
increased by 1.37%
1 Week
10.42%
increased by 1.28%
1 Month
10.46%
increased by 1.32%
Analysis last updated: Monday, June 8, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0708 | 21.95 | |
| 0.7150 | 87.33 | |
| 0.1402 | 25.23 | |
| 0.0025 | 4.60 | |
| 0.0446 | 8.95 | |
| 0.9529 | 178.15 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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