FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
9.51%
decreased by 0.44%
1 Week
9.71%
decreased by 0.24%
1 Month
10.48%
increased by 0.53%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0086 | 21.95 | |
| 0.0739 | 26.83 | |
| 0.8905 | 432.27 | |
| 0.0667 | 11.27 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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