V-Lab
V-Lab
Kuwait Stock Exchange Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2015:11.62% (+0.64%)

Analysis last updated: Monday, March 1, 2021 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Index EGARCH
paramt-stat
ω0.01135.97
α0.215328.39
β0.9721451.94
γ-0.0510-7.68
Estimation Period:
Jan 3, 2000 to Dec 12, 2014
Impact of return on volatility tomorrow
Volatility Forecasts