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KLCI

FTSE Bursa Malaysia KLCI (Malaysia)
21 October 2025
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Returns

Returns chart for KLCI showing historical price movements

Data density with normal and t(3)

Data density chart for KLCI with normal and t(3) distributions

Value-at-Risk

Value-at-Risk chart for KLCI showing risk forecasts

Expected Shortfall

Expected Shortfall chart for KLCI showing tail risk measures

Risk forecasts

Type HS MA EWMA GARCH tGARCH EVT ModelRisk Mean
VaR 1.89999998 1.60000002 1.00000000 1.10000002 1.30000007 1.70000005 1.89999998 1.40000010
ES 2.60000014 1.79999995 1.10000002 1.30000007 1.60000002 2.70000005 2.40000010 1.89999998

Price drop given year

Price drop given year chart for KLCI showing historical decline patterns

Probability of price drop

Probability of price drop chart for KLCI showing risk event likelihood

Autocorrelations

Autocorrelation Function (ACF) plot showing return and squared return patterns for KLCI

Quantile-Quantile plots

Quantile-Quantile QQ plots for KLCI across various tail thicknesses.
Extreme Risk. Daily Market Risk Forecasts

Real-time market risk analysis and forecasts for global financial markets

© Jon Danielsson