FTSE Bursa Malaysia EMAS Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
8.08%
decreased by 0.08%
1 Week
8.27%
increased by 0.11%
1 Month
9.00%
increased by 0.84%
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 | 18.52 | |
| 0.1021 | 36.88 | |
| 0.8959 | 374.71 |
Estimation Period:
Jan 1, 1996 to Apr 30, 2026
Jan 1, 1996 to Apr 30, 2026
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