V-Lab
V-Lab
Kuwait Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:11.69% (+1.68%)

Analysis last updated: Friday, April 29, 2016 at 06:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Index AGARCH
paramt-stat
ω0.013614.47
α0.132624.98
β0.8579145.43
γ0.141711.27
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Impact of return on volatility tomorrow
Volatility Forecasts