V-Lab
V-Lab
Kuwait Stock Exchange Weighted Index GARCH Volatility Analysis
Volatility Prediction for Sunday, April 1st, 2018:13.43% (+3.60%)

Analysis last updated: Monday, March 1, 2021 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Weighted Index GARCH
paramt-stat
ω0.019319.27
α0.170928.76
β0.8082148.41
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts