FTSE Bursa Malaysia EMAS Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
9.29%
decreased by 0.25%
1 Week
9.50%
decreased by 0.04%
1 Month
10.26%
increased by 0.72%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 7.75 | |
| 0.1036 | 40.56 | |
| 0.8898 | 389.39 | |
| 0.2439 | 25.26 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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