Kuwait Stock Exchange Index EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, January 28th, 2015):
1 Day
11.62%
1 Week
11.96%
1 Month
13.18%
Analysis last updated: Monday, March 1, 2021 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 5.97 | |
| 0.2153 | 28.39 | |
| 0.9721 | 451.94 | |
| -0.0510 | -7.68 |
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Jan 3, 2000 to Dec 12, 2014
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