Kuwait Stock Exchange Index MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
11.27%
1 Week
11.32%
1 Month
11.51%
Analysis last updated: Friday, November 20, 2015 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 4.42 | |
| 0.2339 | 19.05 | |
| 0.7305 | 80.09 |
Estimation Period:
Oct 10, 2006 to Jan 22, 2015
Oct 10, 2006 to Jan 22, 2015
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