Kuwait Stock Exchange Index GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 12.88 | |
| 0.1259 | 26.85 | |
| 0.8642 | 162.17 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices