Kuwait Stock Exchange Index APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
10.45%
1 Week
10.70%
1 Month
11.56%
Analysis last updated: Friday, April 29, 2016 at 05:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 14.11 | |
| 0.1284 | 24.55 | |
| 0.8578 | 145.30 | |
| 0.1236 | 8.55 | |
| 2.0169 | 23.67 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
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