V-Lab
V-Lab
Kuwait Stock Exchange Weighted Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, April 1st, 2018:16.83% (+7.13%)

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 AGARCH
paramt-stat
ω0.015113.68
α0.152530.06
β0.8230168.72
γ0.169212.14
Estimation Period:
Oct 13, 2006 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts