FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.40%
decreased by 0.31%
1 Week
10.59%
decreased by 0.12%
1 Month
11.34%
increased by 0.63%
Analysis last updated: Tuesday, June 9, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 8.10 | |
| 0.2097 | 49.02 | |
| 0.9856 | 1,539.96 | |
| -0.0477 | -14.61 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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