FTSE Bursa Malaysia EMAS Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
9.61%
decreased by 0.24%
1 Week
9.79%
decreased by 0.06%
1 Month
10.51%
increased by 0.66%
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 | |
|---|---|---|
| 0.0068 | 8.02 | |
| 0.1828 | 43.31 | |
| 0.9882 | 1,409.70 | |
| -0.0560 | -17.01 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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