V-Lab
V-Lab
Kuwait Stock Exchange Weighted Index Asy. MEM Volatility Analysis
Volatility Prediction for Sunday, April 1st, 2018:18.36% (+11.36%)

Analysis last updated: Thursday, March 29, 2018 at 02:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuwait Stock Exchange Weighted Index AMEM
paramt-stat
ω0.017319.95
α0.234126.56
β0.7105125.05
γ0.07004.95
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts