Kuwait Stock Exchange Weighted Index EGARCH Volatility Analysis
Inactive
Last recorded values (Sunday, April 1st, 2018):
1 Day
11.22%
1 Week
11.34%
1 Month
11.72%
Analysis last updated: Monday, March 1, 2021 at 05:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0147 | -7.83 | |
| 0.2983 | 33.85 | |
| 0.9635 | 511.69 | |
| -0.0783 | -12.63 |
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Oct 13, 2006 to Mar 29, 2018
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