FTSE Bursa Malaysia EMAS Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
8.84%
decreased by 0.22%
1 Week
9.02%
decreased by 0.04%
1 Month
9.69%
increased by 0.63%
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 | |
|---|---|---|
| 0.0090 | 21.99 | |
| 0.0958 | 36.77 | |
| 0.9042 | 387.41 | |
| 0.2423 | 19.59 | |
| 1.6777 | 39.20 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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