Kuwait Stock Exchange Index AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
11.69%
1 Week
11.93%
1 Month
12.77%
Analysis last updated: Friday, April 29, 2016 at 06:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 14.47 | |
| 0.1326 | 24.98 | |
| 0.8579 | 145.43 | |
| 0.1417 | 11.27 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
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