FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.59% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7330 | 5.65 | |
| 0.0824 | 77.68 | |
| 0.9964 | 1,741.99 | |
| 5.5468 | 19.48 |
Estimation Period:
Jan 2, 1990 to Feb 16, 2026
Jan 2, 1990 to Feb 16, 2026
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