Kuwait Stock Exchange Weighted Index APARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 1st, 2018):
1 Day
11.58%
1 Week
11.71%
1 Month
12.15%
Analysis last updated: Thursday, March 29, 2018 at 02:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 18.46 | |
| 0.1580 | 30.00 | |
| 0.8299 | 155.12 | |
| 0.2275 | 13.64 | |
| 1.6015 | 21.33 |
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Oct 13, 2006 to Mar 29, 2018
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