V-Lab
V-Lab
Kuwait Stock Exchange Index MEM Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:11.27% (+3.00%)

Analysis last updated: Friday, November 20, 2015 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kuwait Stock Exchange Index MEM
paramt-stat
ω0.02074.42
α0.233919.05
β0.730580.09
Estimation Period:
Oct 10, 2006 to Jan 22, 2015
Impact of return on volatility tomorrow
Volatility Forecasts