V-Lab: FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index Asy. MEM Volatility Analysis

V-Lab

FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, September 2nd, 2025:12.39% (+0.64%)

Analysis last updated: Friday, August 29, 2025 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0145	23.81
$α$	0.1953	36.03
$β$	0.7630	225.94
$γ$	0.0692	9.13

Estimation Period:
Oct 5, 1992 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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